Levy random bridges and the modelling of financial information (English)
- New search for: Hoyle, E.
- New search for: Hughston, L. P.
- New search for: Macrina, A.
- New search for: Hoyle, E.
- New search for: Hughston, L. P.
- New search for: Macrina, A.
In:
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
;
121
, 4
;
856-884
;
2011
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ISSN:
- Article (Journal) / Print
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Title:Levy random bridges and the modelling of financial information
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Contributors:
-
Published in:STOCHASTIC PROCESSES AND THEIR APPLICATIONS ; 121, 4 ; 856-884
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Publisher:
- New search for: Elsevier Science B.V., Amsterdam.
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Publication date:2011-01-01
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Size:29 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 519.23
- Further information on Dewey Decimal Classification
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Classification:
DDC: 519.23 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 121, Issue 4
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 673
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Ergodicity of the 3D stochastic Navier–Stokes equations driven by mildly degenerate noiseRomito, Marco / Xu, Lihu et al. | 2010
- 701
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Parameter estimation for the stochastically perturbed Navier–Stokes equationsCialenco, Igor / Glatt-Holtz, Nathan et al. | 2010
- 725
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Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion processesFarfan, J. / Landim, C. / Mourragui, M. et al. | 2010
- 759
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Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motionsBaudoin, Fabrice / Ouyang, Cheng et al. | 2010
- 793
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Quantitative Breuer–Major theoremsNourdin, Ivan / Peccati, Giovanni / Podolskij, Mark et al. | 2010
- 813
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Locally stationary long memory estimationRoueff, François / von Sachs, Rainer et al. | 2010
- 845
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The speed of convergence of the Threshold estimator of integrated varianceMancini, Cecilia et al. | 2010
- 856
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Lévy random bridges and the modelling of financial informationHoyle, Edward / Hughston, Lane P. / Macrina, Andrea et al. | 2010
- 856
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Levy random bridges and the modelling of financial informationHoyle, E. / Hughston, L. P. / Macrina, A. et al. | 2011
- 885
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Phase transition on the degree sequence of a random graph process with vertex copying and deletionCai, Kai-Yuan / Dong, Zhao / Liu, Ke / Wu, Xian-Yuan et al. | 2010
- 896
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Erratum to: “Regularly varying multivariate time series” [Stochastic Process. Appl. 119 (2009) 1055–1080]Basrak, Bojan / Segers, Johan et al. | 2010
- IFC
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Editorial Board| 2011