Showing 1 - 3 results of 3 for search '"Fractional Lévy process"', query time: 1.71s Refine Results
  1. 1
    Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process
    by Guangjun Shen, Yunmeng Li, Zhenlong Gao
    Published 2018-12-01
    Subjects: “...Fractional Lévy process...”
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    Article
  2. 2
    Fractionally integrated processes of Ornstein-Uhlenbeck type
    Subjects: “...Fractional Lévy Processes...”
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  3. 3
    Modélisation financière avec des processus de Volterra et applications aux options, aux taux d'intérêt et aux risques de crédit
    by Rahouli, Sami El
    Published 2014
    Subjects: “...Fractional Lévy process...”
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