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【概率论与随机过程】 From Lévy-Type Processes to Parabolic SPDEs (2017)
18 个回复 - 2586 次查看 From Lévy-Type Processes to Parabolic SPDEs Authors: Davar Khoshnevisan, René Schilling Editors: Frederic Utzet, Lluis Quer-Sardanyons Studies invariance and comparison principles for par ...2017-1-5 00:22 - cmwei333 - 金融学（理论版）

【金融Levy过程系列四】Lévy Processes and Stochastic Calculus
14 个回复 - 13277 次查看之前已经发过【金融Levy过程系列一~三】：【金融Levy过程系列一】levy process in finance http://www.pinggu.org/bbs ...2009-7-18 23:41 - wanghuimin - 金融学（理论版）

Malliavin Calculus for Lévy Processes with Applications to Finance
3 个回复 - 2233 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance Giulia Di Nunno, Bernt Øksendal, Frank Proske While the original works on Malliavin calculus aimed to study the smoothne ...2013-11-14 19:00 - edwardng - 金融工程（数量金融）与金融衍生品

Malliavin Calculus for Lévy Processes with Applications to Finance
2 个回复 - 2081 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance by G. D. Nunno, B. Øksendal, and F. Proske [*]Covers Malliavin Calculus for both Brownian noise and Lévy type of no ...2015-3-1 04:34 - SleepyTom - 金融工程（数量金融）与金融衍生品

Malliavin Calculus for Lévy Processes with Applications to Finance
3 个回复 - 2576 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance Authors: Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank Springer-Verlag Berlin Heidelberg 2009 Covers Malliavin Cal ...2015-11-10 09:16 - SleepyTom - 金融工程（数量金融）与金融衍生品

Unique strong solutions of Lévy processes
3 个回复 - 374 次查看【作者(必填)】【文题(必填)】 Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients 【年份(必填)】【全文链接或数据库名称(选填)】h ...2020-3-3 12:02 - ssylzz - 求助成功区

Malliavin Calculus for Lévy Processes with Applications to Finance 清晰版
3 个回复 - 2633 次查看比较简单的一本Malliavin 书作者： Di Nunno, Øksendal and Proske 截图：2010-4-11 09:58 - 111222xy - 金融学（理论版）

ON PROCESSES WITH LéVY GENERATING OPERATOR IN A HALF-SPACE
1 个回复 - 458 次查看【作者(必填)】S V Anulova 【文题(必填)】ON PROCESSES WITH LéVY GENERATING OPERATOR IN A HALF-SPACE 【年份(必填)】1979 【全文链接或数据库名称(选填)】https://iopscience.iop.org/article/10.1070/I ...2019-1-28 09:59 - ssylzz - 求助成功区

求正式版Structural properties of reflected Lévy processes
1 个回复 - 575 次查看【作者(必填)】【文题(必填)】Structural properties of reflected Lévy processes 【年份(必填)】【全文链接或数据库名称(选填)】http://link.springer.com/article/10.1007/s11134-009-9116-y2014-10-28 12:20 - ssylzz - 求助成功区

Loss Rates for Lévy Processes with Two Reflecting Barriers
1 个回复 - 657 次查看【作者(必填)】【文题(必填)】 Loss Rates for Lévy Processes with Two Reflecting Barriers【年份(必填)】【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/abs/10.1287/moor.1060.022 ...2014-10-24 00:32 - ssylzz - 求助成功区

projecteuclid Nonparametric inference for discretely sampled Lévy processes
1 个回复 - 697 次查看【作者(必填)】Shota Gugushvili 【文题(必填)】Nonparametric inference for discretely sampled Lévy processes 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://projecteuclid.org/euclid.ai ...2014-10-14 19:22 - 352693585 - 求助成功区

Lévy Processes: Theory and Applications
1 个回复 - 922 次查看【作者(必填)】Ole E. Barndorff-Nielsen, Sidney I. Resnick, Thomas Mikosch 【文题(必填)】Lévy Processes: Theory and Applications 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.s ...2014-9-23 02:42 - violinangel - 求助成功区

Taylor & Francis Sequential Testing Problems for Lévy Processes
1 个回复 - 886 次查看【作者(必填)】Bruno Buonaguidia* & Pietro Mulierea 【文题(必填)】Sequential Testing Problems for Lévy Processes 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.tandfonline.com/do ...2014-9-20 11:00 - 352693585 - 求助成功区

projecteuclid Bridges of Lévy processes conditioned to stay positive
1 个回复 - 868 次查看【作者(必填)】Gerónimo Uribe Bravo 【文题(必填)】Bridges of Lévy processes conditioned to stay positive 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://projecteuclid.org/euclid.bj/1 ...2014-9-17 01:43 - 352693585 - 求助成功区

Taylor & Francis Lévy processes, polynomials and martingales
1 个回复 - 572 次查看【作者(必填)】Wim Schoutensa & Jozef L. Teugelsb 【文题(必填)】Lévy processes[/backcolor], polynomials and martingales【年份(必填)】1998 【全文链接或数据库名称(选填)】http://www.tandfonline.co ...2014-3-16 14:27 - 352693585 - 求助成功区

wiley Local shrinkage rules, Lévy processes and regularized regression
1 个回复 - 702 次查看【作者(必填)】Nicholas G. Polson1, James G. Scott2 【文题(必填)】Local shrinkage rules, Lévy processes and regularized regression 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://onl ...2014-2-11 20:00 - 352693585 - 求助成功区

oxfordjournals Miscellanea. Representations of Lévy processes without
1 个回复 - 691 次查看【作者(必填)】S WalkerA1 and P DamienA2 【文题(必填)】Miscellanea. Representations of Lévy processes without Gaussian components 【年份(必填)】2000 【全文链接或数据库名称(选填)】http://biome ...2014-1-26 11:25 - 352693585 - 求助成功区

Fluctuations of Lévy Processes with Applications
1 个回复 - 556 次查看【作者(必填)】Andreas E. Kyprianou 【文题(必填)】Fluctuations of Lévy Processes with Applications 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007%2F978-3 ...2014-1-21 15:14 - 352693585 - 求助成功区

Lévy Processes and Their Applications in Reliability and Storage
1 个回复 - 795 次查看【作者(必填)】Mohamed Abdel-Hameed 【文题(必填)】Lévy Processes and Their Applications in Reliability and Storage 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://link.springer.com/boo ...2014-1-2 00:18 - 352693585 - 求助成功区

[求助]200金钱求书Lévy Processes: Theory and Applications
9 个回复 - 3196 次查看 Lévy Processes: Theory and Applications [酬谢200金钱]by Ole E. Barndorff-Nielsen (Editor), Thomas Mikosch (Editor), Sidney I. Resnick http://www.amazon.com/exec/obidos/ASIN/081764167X由于本 ...2008-3-30 14:31 - yyysssmmmjjjyyy - 求助成功区

免費 Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
6 个回复 - 2170 次查看 Lévy Processes in Finance: Theory, Numerics, and Empirical Facts Dissertation zur Erlangung des Doktorgrades der Mathematischen Fakultät der Albert-Ludwigs-Universität Freiburg i. Br. ...2009-8-2 10:59 - martinnyj - 金融学（理论版）

Compound Poisson Processes and Lévy Processes in Groups and Symmetric Spaces
1 个回复 - 708 次查看【作者(必填)】David Applebaum 【文题(必填)】Compound Poisson Processes and Lévy Processes in Groups and Symmetric Spaces 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.springer ...2012-10-4 01:00 - 352693585 - 求助成功区

Lévy Processes and Stochastic Calculus (2nd Ed)
28 个回复 - 5449 次查看 Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) By David Applebaum Publisher: Cambridge University Press Number Of Pages: 490 Publication Date: ...2009-7-22 21:25 - wesker1999 - 金融学（理论版）

Lévy Processes in Finance：Pricing Financial Derivatives
14 个回复 - 6273 次查看 Lévy Processes in Finance：Pricing Financial Derivatives L´evy Processes in Finance: Pricing Financial Derivatives. Wim Schoutens Copyright @ 2003 John Wiley & Sons, Ltd. Contents ...2005-5-3 18:46 - realnow - 计量经济学与统计软件

Lévy Processes in Finance：Pricing Financial Derivatives
4 个回复 - 1844 次查看 L´evy Processes in Finance: Pricing Financial Derivatives. Wim Schoutens Copyright @ 2003 John Wiley & Sons, Ltd. Contents Preface xi Acknowledgements xv 1 Introduction 1 1.1 Fin ...2005-5-3 18:35 - realnow - 金融学（理论版）

[原创]Introductory Lectures on Fluctuations of Lévy Processes with Application
14 个回复 - 4575 次查看 关于 Lévy Processes 方面的书。属于学习Levy processes的必看资料。有需要的请下载！觉得好的话，顶一下啊~~~~~~ [此贴子已经被作者于2008-11-5 10 ...2008-10-30 13:43 - xfoooym - 经济金融数学专区

Malliavin Calculus for Lévy Processes with Applications to Finance
4 个回复 - 2127 次查看被版主扣了太多分数所以卖贵点了见谅 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Part I The Continuous Case: Brownian Motio ...2010-3-29 05:02 - weilinhy - 经管书评

An introduction to Lévy processes with applications in finance
3 个回复 - 1269 次查看 levy 过程在金融学中的应用！~！~2010-6-17 17:00 - huxiang19871008 - 商学院

Lévy Processes and Stochastic Calculus
1 个回复 - 1328 次查看 [*]Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) (Paperback)by David Applebaum (Author) [*][*]Paperback: 490 pages[*]Publisher: Cambridge University Press; 2 edit ...2010-1-25 10:34 - niuniu714 - 金融学（理论版）

Introduction to the Mathematics of Lévy Processes
0 个回复 - 1434 次查看 The goal of this sequel is to provide the foundations of the mathematics of Lévy processes for the readers with undergraduate knowledge of stochastic processes as simple as possible. The simplicity i ...2009-12-8 20:49 - ls1216 - 金融学（理论版）

[求助]300金钱求Lévy Processes and Infinitely Divisible Distributions一书
9 个回复 - 5673 次查看 300金钱求Lévy Processes and Infinitely Divisible Distributions一书Lévy Processes and Infinitely Divisible Distributions by Ken-iti Sato (Author)http://www.amazon.com/Processes-Infinitely-Divisible-D ...2008-4-9 09:17 - yyysssmmmjjjyyy - 文献求助专区

Modelling energy spot prices by Lévy semistationary processes-利用利维半静态过程建模能源现货价格
0 个回复 - 171 次查看 2004-10-28 23:20 - 军事战略285 - Forum

Skewness Premium with Lévy Processes-倾斜溢价与Levy process
0 个回复 - 218 次查看 2004-10-7 09:59 - 卷商400 - Forum

Skewness Premium with Lévy Processes
0 个回复 - 300 次查看 2004-10-2 08:36 - 标准金融684 - Forum

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