Lévy processes, representations and models with application in finance
Lévy processes are becoming increasingly important in Mathematical Finance. This thesis aims to contribute to the development of theoretical representations of Lévy processes and their financial applications. The first part of the thesis presents a computational explicit formula of the chaotic repre...
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Imperial College London
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.484801 |