An introduction to Levy processes with financial modelling in mind thumbnail
Pause
Mute
Subtitles not available
Playback speed
0.25
0.5
0.75
1
1.25
1.5
1.75
2
Full screen

An introduction to Levy processes with financial modelling in mind

Published on Aug 05, 200818009 Views

In this talk I will take some care to introduce the general class of Levy processes as well as the most relevant parametric families. I will explain how these can be used for modelling purposes, direc

Related categories