Valuation with meromorphic Lévy processes

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Date: 2011-08-15 16:03:03 Brownian motion Poisson process Markov process Wiener process Variance gamma process Statistics Stochastic processes Lévy process		Valuation with meromorphic Lévy processes Add to Reading List Source URL: www.actuaries.org Download Document from Source Website File Size: 493,66 KB Share Document on Facebook

	Appendices A. Simulating Fat Tailed Distributions Suppose one wants to simulate a random variable of zero mean and unit variance, but with a given degree of tail fatness (fourth moment). Sticking to the more-or-less \bel DocID: 19gds - View Document
	Generalized Brownian - Laplace processes and financial modeling K.K. Jose Kanichukattu Principal & Professor of Statistics, St.Thomas College, Pala, Mahatma Gandhi University, Kottayam, Kerala, India, e-mail: kkj DocID: 15EDo - View Document
	Valuation with meromorphic Lévy processes DocID: Zz4I - View Document
	ALBANESE.QXD[removed]:23 DocID: dzen - View Document
	CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an DocID: diPS - View Document