60J75, Jump processes — 2 results found.

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On a model for stock price movements and the power-variance family

C. R. Math. Rep. Acad. Sci. Canada Vol. 26 (4) 2004, pp. 102–109
Vladimir Vinogradov (Received: 2003/12/10)

On a class of Levy processes used to model stock price movements with possible downward jumps

C. R. Math. Rep. Acad. Sci. Canada Vol. 24 (4) 2002, pp. 152–159
V. Vinogradov (Received: 2002/06/04)