Dependence Structure for Levy Processes and Its Application in Finance
In this paper, we introduce DSPMD, discretely sampled process with pre-specified marginals and pre-specified dependence, and SRLMD, series representation for Levy process with pre-specified marginals and pre-specified dependence.First and foremost I would like to thank my advisor, Professor Dilip Madan for his inspiring guidance in the world of mathematical finance. To me, he is ... It was a very valuable internship both for my career and for my research at school. Withoutanbsp;...
| Title | : | Dependence Structure for Levy Processes and Its Application in Finance |
| Author | : | |
| Publisher | : | ProQuest - 2008 |
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