OpenAlex
Convex ordering criteria for Lévy processes
Work
Year: 2007
Type: article
Source: Advances in Data Analysis and Classification
Authors Jan Bergenthum, Ludger Rüschendorf
Institution University of Freiburg
Cites: 31
Cited by: 11
Related to: 10
FWCI: 0.62
Citation percentile (by year/subfield): 82.27
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed