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searching for Lévy process 3 found (48 total)

Lookback option (1,209 words) [view diff] exact match in snippet view article find links to article

(2009). "Computing exponential moments of the discrete maximum of a Lévy process and lookback options". Finance and Stochastics. 13 (3): 1350011. doi:10

Stochastic volatility (2,244 words) [view diff] case mismatch in snippet view article find links to article

Ross (September 2004). "A Continuous Time GARCH Process Driven by a Lévy Process: Stationarity and Second Order Behaviour". J. Appl. Probab. 41 (3): 601–622

Lévy flight foraging hypothesis (1,789 words) [view diff] exact match in snippet view article find links to article

words, the inverse-square Lévy walk stands out as the only intermittent Lévy process that is highly efficient with respect to all target scales without the