Economy – Quantitative Finance – Statistical Finance
Asymptotic Distributions of the Overshoot and Undershoots for the Lévy Insurance Risk Process in the Cramér and Convolution Equivalent Cases
Cramer's estimate for a reflected Levy process
GARCH modelling in continuous time for irregularly spaced time series data
On Continuity Properties of the Law of Integrals of Lévy Processes
Passage of Lévy Processes across Power Law Boundaries at Small Times
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