3

Implied Lévy volatility

Year:
2009
Language:
english
File:
PDF, 874 KB
english, 2009
6

Multipower variation for Brownian semistationary processes

Year:
2011
Language:
english
File:
PDF, 306 KB
english, 2011
7

A Generalized Bayes Rule for Prediction

Year:
1999
Language:
english
File:
PDF, 1.32 MB
english, 1999
8

A Generalized Bayes Rule for Prediction

Year:
1999
Language:
english
File:
PDF, 247 KB
english, 1999
10

Multivariate Prediction

Year:
2006
Language:
english
File:
PDF, 703 KB
english, 2006
13

Completion of a Lévy market by power-jump assets

Year:
2005
Language:
english
File:
PDF, 212 KB
english, 2005
17

PREFACE

Year:
2018
Language:
english
File:
PDF, 40 KB
english, 2018
19

Optimal Investment in a Levy Market

Year:
2006
Language:
english
File:
PDF, 309 KB
english, 2006
20

Power variation for Itô integrals with respect to α-stable processes

Year:
2010
Language:
english
File:
PDF, 519 KB
english, 2010
21

Power Variation of Some Integral Fractional Processes

Year:
2006
Language:
english
File:
PDF, 1.09 MB
english, 2006
29

Kyle Equilibrium Under Random Price Pressure

Year:
2018
Language:
english
File:
PDF, 505 KB
english, 2018
36

Kyle equilibrium under random price pressure

Year:
2019
Language:
english
File:
PDF, 402 KB
english, 2019
38

CoCos under short-term uncertainty

Year:
2017
Language:
english
File:
PDF, 2.04 MB
english, 2017