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Lévy process
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51	A class of Levy process models with almost exact calibration to both barrier and vanilla fx options John Crosby ICBI Global Derivatives conference, Paris May 2008 Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:23 Financial system Foreign-exchange option Barrier option Derivative Foreign exchange market Volatility smile Power reverse dual currency note Financial economics Options Finance
52	Imperial College of Science, Technology and Medicine Department of Mathematics Approximating L´ Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-01-26 14:37:38 Normal distribution Brownian motion Lévy process Black–Scholes Compound Poisson process Inverse Gaussian distribution Gaussian process Volatility Gamma process Statistics Stochastic processes Variance gamma process
53	FX and cross-currency options modelling with Levy processes timechanged by other Levy processes John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:03 Ole Barndorff-Nielsen Neil Shephard Stochastic CIR process Lévy process Dynamics Statistics Stochastic processes Ornstein–Uhlenbeck process
54	An on-line supplement to ‘A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options’ ALAN AMBROSE, PETER CARR and JOHN CROSBY Alan Ambrose (email: [removed]) i Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-10-15 16:04:26 Investment Mathematical finance Barrier option Black–Scholes Foreign-exchange option Markov chain Financial economics Options Finance
55	A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options PETER CARR and JOHN CROSBY Peter Carr (email: [removed]) is Director of the Master’s in Mathematical Finance p Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:26 Finance Investment Local volatility Foreign-exchange option Black–Scholes Μ operator Volatility smile Stochastic volatility Poisson process Financial economics Options Mathematical finance
56	Business Models for the 21st Century Business Models for the 21 st Century By Mitchell Levy Author of E-Volve-or-Die.com, Creator of The Value Framework™, President & CEO, ECnow.com Add to Reading List Source URL: www.valueframeworkinstitute.org Language: English - Date: 2012-08-13 01:42:29 Strategic management Business models Customer experience management Customer relationship management Business process modeling Business Model Canvas Marketing Business Management
57	The Principles of Highly Successful Business Models: Using the Value Framework™ By Mitchell Levy Author of E-Volve-or-Die.com, Creator of The Value Framework™, President & CEO, ECnow.com Add to Reading List Source URL: www.valueframeworkinstitute.org Language: English - Date: 2008-03-30 06:10:07 Process management Marketing Business models Business process modeling Value network Value chain Supply chain Enterprise relationship management Business Management Value
58	FEFANA position paper - on the proposal that EFSA should levy a fee for each dossier it reviews with regards to the authorisation process of feed additives pursuant to COM Regulation (EC) No1831/2003 Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2012-03-20 16:57:22 Food colorings Europe Health European Food Safety Authority Parma FEFANA
59	P & B COLLECTION SERVICES Authorised to Levy Distress in England & Wales - Process Serving & Litigation - Auctioneers, Valuers 23 Main Street, Garforth, Leeds, LS25 1DS Tel: [removed]Fax: [removed] Add to Reading List Source URL: pbcollection.co.uk Language: English - Date: 2006-11-01 09:51:21 Landlord–tenant law Law Economic rent Bailiff Garforth Indemnity United Kingdom Judicial remedies Renting Distraint
60	Time-Changed L´evy Processes and Option Pricing∗ Peter Carra, †, Liuren Wub, ‡ a Courant Institute, New York University, 251 Mercer Street, New York, NY 10012 Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:33 Options Stochastic volatility Black–Scholes Jump diffusion Lévy process Volatility Brownian motion Wiener process Compound Poisson process Statistics Stochastic processes Mathematical finance

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