On Lévy processes, Malliavin calculus and market models with jumps.

Jorge A. León Josep L. Solé Frederic Utzet Josep Vives

Published in: Finance Stochastics (2002)

Keyphrases

knowledge base
computational models
process model
qualitative models
genetic algorithm
social networks
artificial neural networks
prior knowledge
model selection
parameter estimation
mathematical models
trading systems
diffusion model