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Found 5,857 Documents (Results 1–100)

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Reflecting Lévy processes and associated families of linear operators. II. (English. Russian original) Zbl 07523556

Theory Probab. Appl. 67, No. 1, 17-27 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 23-36 (2022).
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Pricing with variance gamma information. (English) Zbl 07516352

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 371-392 (2022).
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Lévy information and the aggregation of risk aversion. (English) Zbl 07516346

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 195-213 (2022).
MSC:  91G30 91G15 60G51
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Heat kernel interest rate models with time-inhomogeneous Markov processes. (English) Zbl 07516345

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 179-193 (2022).
MSC:  91G30 35K08 60G51
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Lévy random bridges and the modelling of financial information. (English) Zbl 07516343

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 127-155 (2022).
MSC:  91G20 91B44 60G51
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