2

Generalized Hyperbolic Diffusion Processes with Applications in Finance

Year:
1999
Language:
english
File:
PDF, 486 KB
english, 1999
4

Realistic Statistical Modelling of Financial Data

Year:
2000
Language:
english
File:
PDF, 1.80 MB
english, 2000
5

A note on the existence of unique equivalent martingale measures in a Markovian setting

Year:
1997
Language:
english
File:
PDF, 89 KB
english, 1997
6

Realistic Statistical Modelling of Financial Data

Year:
2000
Language:
english
File:
PDF, 3.09 MB
english, 2000
8

Dynamics of Trade-By-Trade Price Movements: Decomposition and Models

Year:
2002
Language:
english
File:
PDF, 206 KB
english, 2002
9

Exact Distributional Results for Random Resistance Trees

Year:
2000
Language:
english
File:
PDF, 258 KB
english, 2000