Browse by Subject Levy process
Showing results 1 to 4 of 4
| A REGULARITY THEORY FOR PARABOLIC EQUATIONS WITH ANISOTROPIC NONLOCAL OPERATORS IN SPACES Choi, Jae-hwan; Kang, Jaehoon; Parks, Daehan, SIAM JOURNAL ON MATHEMATICAL ANALYSIS, v.56, no.1, pp.1264 - 1299, 2024 |
| Numerical computation of hitting time distributions of increasing Levy processes Choe, Geon Ho; Lee, Dong Min, STATISTICS & PROBABILITY LETTERS, v.119, pp.289 - 294, 2016-12 |
| Semimartingale approach : pricing asian options in a levy model = 세미마팅게일을 통한 접근 : 레비 모델에서의 아시안 옵션의 가격 결정link Kim, Seong-Hak; 김성학; et al, 한국과학기술원, 2009 |
| Simulation of Tempered Stable Levy Bridges and Its Applications Kim, Kyoung-Kuk; Kim, Sojung, OPERATIONS RESEARCH, v.64, no.2, pp.495 - 509, 2016-03 |
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