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

December 1, 2002

V. Vinogradov

Abstract/Résumé:

No abstract available but the full text is online at the title link above.

Keywords:
AMS Subject Classification: Large deviations, Sample path properties, Jump processes, Applications (reliability; demand theory; etc.) 60F10, 60G17, 60J75, 60K10