Work

Lévy processes : theory and applications

Year: 2001

Type: article

Source: International Linear Collider

DOI: 10.1007/978-1-4612-0197-7

Authors: Ole E. Barndorff‐Nielsen, Thomas Mikosch, Sidney I. Resnick

Institutions: Aarhus University, Cornell University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W623556437

FWCI: 29.52

Cites:

Cited by: 338

Related to: 10