Leveraged Lévy Processes as Models for Stock Prices

Quantitative Finance - United Kingdom
doi 10.1080/14697680903067138
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Related search

Return Dynamics With Lévy Jumps: Evidence From Stock and Option Prices

SSRN Electronic Journal
2006English

Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes

SSRN Electronic Journal
2012English

A Note on Convergence of Option Prices and Their Greeks for Lévy Models

Stochastics
ModelingStatisticsProbabilitySimulation
2013English

Hunt’s Hypothesis for Lévy Processes

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1988English

Financial Market Models With Lévy Processes and Time-Varying Volatility

Journal of Banking and Finance
EconomicsEconometricsFinance
2008English

Collisions of Lévy Processes

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1989English

Legislating Stock Prices

SSRN Electronic Journal
2012English

Nonlinear Stochastic Integrals for Hyperfinite Lévy Processes

Logic and Analysis
2008English

Legislating Stock Prices

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy