Measuring the range of an additive Lévy process
By Davar Khoshnevisan, Yimin Xiao, Yuquan Zhong. 2003
62 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/9e0f1426fe5f6e72adfeed0543735461a95d409a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Yimin Xiao
- Davar Khoshnevisan
- Dongsheng Wu
- Hermine Bierm'e
- Robert C. Dalang
- C. Lacaux
- Antoine Ayache
- B. Mandel
In Management Science and Operations Research
In Mathematical Physics
Citations in the corpus
- Local times of additive Lévy processes (2003, unknown): “The hard half, i.e., necessity, will be presented in Khoshnevisan et al. (2002).”
- Harmonic analysis of additive Lévy processes (2007, methodology): “2 of Khoshnevisan, Xiao, and Zhong [70].”