Browsing by Author d3df3215-aba2-4178-835b-b294ba0e73d9
Showing results 4 to 8 of 8
Functional laws for trimmed Lévy processes
Author(s) | Buchmann, Boris; Ipsen, Yuguang; Maller, Ross |
---|---|
Type | Journal article |
Date Published | 2017 |
Date Created | - |
Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing
Author(s) | Buchmann, Boris; Kaehler, Benjamin; Maller, Ross, et al |
---|---|
Type | Journal article |
Date Published | 2017 |
Date Created | - |
Necessity of weak subordination for some strongly subordinated Lévy processes
Author(s) | Buchmann, Boris; Lu, Kevin |
---|---|
Type | Journal article |
Date Published | 2021 |
Date Created | - |
Processes of rth largest
Author(s) | Buchmann, Boris; Maller, Ross; Resnick, Sidney I. |
---|---|
Type | Journal article |
Date Published | 2018 |
Date Created | - |
Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions
Author(s) | Buchmann, Boris; Lu, Kevin; Madan, Dilip B. |
---|---|
Type | Journal article |
Date Published | 2019 |
Date Created | - |
- previous
- 1
- next
Updated: 12 April 2016/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator