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Lévy processes in finance: a remedy to the non-stationarity of continuous martingales.

Boris LeblancMarc Yor
Published in: Finance Stochastics (1998)
Keyphrases
  • non stationary
  • fractional brownian motion
  • probability theory
  • multiscale
  • machine learning
  • information retrieval
  • search engine
  • computational intelligence
  • long range
  • communication channels
  • stochastic processes