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在“
SpringerLink电子期刊
”中,
命中:
622
条,耗时:0.0319849 秒
在所有数据库中总计命中:
12,319
条
1.
Completion of a Lévy
mark
et by power-jump assets
作者:
José Manuel Corcuera
;
David Nualart and Wim Schoutens
关键词:
L&
eacute
;
vy processes
;
mark
et models
;
martingales
;
SDE
;
variation
;
arbitrage
;
complete
mark
ets
;
moment problem
;
orthogonal polynomials
刊名:Finance and Stochastics
出版年:2005
2.
Call Completeness Implies Completeness in the n-period Model of a Financial
Mark
et
作者:
Lothar Rogge
关键词:n ;
period model of a financial
mark
et
;
Complete
mark
ets
刊名:Finance and Stochastics
出版年:2006
3.
Completion of a L¨¦vy
mark
et by power-jump assets
作者:
Jos¨¦ Manuel Corcuera
;
David Nualart and Wim Schoutens
关键词:
L&
eacute
;
vy processes
;
mark
et models
;
martingales
;
SDE
;
variation
;
arbitrage
;
complete
mark
ets
;
moment problem
;
orthogonal polynomials
刊名:Finance and Stochastics
出版年:2005
4.
The Entrance Laws of Self-Similar
Mark
ov Processes and Exponential Functionals of L&
eacute
;vy Processes
作者:
Bertoin
;
Jean
;
Yor
;
Marc
关键词:
semi
;
stable
Mark
ov process
;
entrance distribution
;
L&
eacute
;
vy process
;
exponential functional
刊名:Potential Analysis
出版年:2002
5.
Are incomplete
mark
ets able to achieve minimal efficiency?
作者:
Egbert Dierker
;
Hildegard Dierker and Birgit Grodal
关键词:
Incomplete
mark
ets with production
;
Constrained efficiency
;
Dr&
eacute
;
ze equilibria.
刊名:Economic Theory
出版年:2005
6.
Call Completeness Implies Completeness in the
n
-period Model of a Financial
Mark
et
作者:
Lothar Rogge
关键词:n ;
period model of a financial
mark
et
;
Complete
mark
ets
刊名:Finance and Stochastics
出版年:2006
7.
Some new examples of
Mark
ov processes which enjoy the time-inversion property
作者:
L¨¦onard Gallardo and Marc Yor
关键词:
Homogeneous
Mark
ov processes
;
Semi
;
stable processes
;
Time inversion property
;
Op&
eacute
;
rateur carr&
eacute
;
du champ
;
Bessel processes
;
Wishart processes
;
Dunkl processes
;
Radial Dunkl processes
;
Dunkl processes with drift
;
Brownian motion in a W
刊名:Probability Theory and Related Fields
出版年:2005
8.
The Entrance Laws of Self-Similar
Mark
ov Processes and Exponential Functionals of L&
eacute
;vy Processes
作者:
Bertoin
;
Jean
;
Yor
;
Marc
关键词:
semi
;
stable
Mark
ov process
;
entrance distribution
;
L&
eacute
;
vy process
;
exponential functional
刊名:Potential Analysis
出版年:2002
9.
Measuring Pricing to
Mark
et in the Eurozone: The Case of the Automobile Industry
作者:
Balaguer
;
Jacint
;
Orts
;
Vicente
;
Perní
;
as
;
Jos&
eacute
;
C.
关键词:
automobile industry
;
Eurozone
;
pricing to
mark
et
刊名:Open Economies Review
出版年:2004
10.
[Geometric L&
eacute
;vy Process & MEMM] Pricing Model and RelatedEstimation Problems
作者:
Miyahara
;
Yoshio
关键词:
estimation of stochastic process
;
geometric L&
eacute
;
vy process
;
incomplete
mark
ets
;
minimal entropy martingale measure
;
pricing model
刊名:Asia-Pacific Financial
Mark
ets
出版年:2001
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