On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes

By J. Albin, M. Sundén. 2009

46 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/82470a9b8e4914b6140c7ed91a6fe6c93b5b5ff0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Kouji Yamamuro
2. Toshiro Watanabe
3. Paweł Sztonyk
4. Mark W. Meckes

In Management Science and Operations Research

1. Kouji Yamamuro
2. Toshiro Watanabe

Citations in the corpus

• Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure (2010, methodology): “Applications of the class L (γ) to Lévy processes are found in [2; 5].”