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

Boris Leblanc, Marc Yor (1998)

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DOI: 10.1007/S007800050047

access: closed

type: Journal Article

metadata version: 2020-07-22

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Boris Leblanc, Marc Yor:
Lévy processes in finance: a remedy to the non-stationarity of continuous martingales. Finance Stochastics 2(4): 399-408 (1998)

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