Results 291 to 300 of about 18,649,447 (327)
Some of the next articles are maybe not open access.
Computing exponential moments of the discrete maximum of a Lévy process and lookback options
Finance and Stochastics, 2008Liming Feng, V. Linetsky
semanticscholar +1 more source
STEEL PRICE MODELLING WITH LEVY PROCESS
2012The aim of this study is to model steel price returns by Lévy process. The daily LME Steel Billets Spot Prices between 04.01. 2010 and 31.10.2011 are analyzed and AR[1] ~ GARCH[1,1] discrete model is found to be the best candidate taking all indicators into account.
KAHRAMAN, Emre, UNAL, Gazanfer
openaire +1 more source

