Finance and Stochastics · 2007 · 77 citations · 38 references
EngineeringMathematicsFinancial EconomicsProbability TheoryStochastic ProcessesDiffusion ProcessesJump ProcessesLévy ProcessesMarkov ChainsMarkov ProcessesOption Pricing ModelsLévy - Itô DecompositionLévy MeasureLévy-driven Stochastic Differential Equations
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