Book Chapter
Stochastic Clock and Financial Markets
Hèlyette Geman
2008, Aspects of Mathematical Finance, Pages 37-52
Book Chapter
More Distributional and Path-Related Properties
2006, Introductory Lectures on Fluctuations of Lévy Processes with Applications, Pages 67-85
Journal Article
Option Pricing for Time-Change Exponential Lévy Model Under Memm
Xu Chen and Jian-ping Wan
Acta Mathematicae Applicatae Sinica (English Series), 2007, Volume 23, Number 4, Pages 651-664
Book Chapter
Lévy Processes and Applications
2006, Introductory Lectures on Fluctuations of Lévy Processes with Applications, Pages 1-32
Book Chapter
TheLévy–Itô Decomposition and Path Structure
2006, Introductory Lectures on Fluctuations of Lévy Processes with Applications, Pages 33-66
Book Chapter
Variance-Gamma and Monte Carlo
Michael Fu
Applied and Numerical Harmonic Analysis, 2007, Advances in Mathematical Finance, Part I, Pages 21-34
Book Chapter
Double Barrier Options Under Lévy Processes
Sergei Grudsky
Operator Theory: Advances and Applications, 1, Volume 170, Modern Operator Theory and Applications, Pages 107-135
Book Chapter
Lévy Processes
Monique Jeanblanc, Marc Yor and Marc Chesney
Springer Finance, 2009, Mathematical Methods for Financial Markets, Part 2, Pages 591-646
Book Chapter
The Wiener–Hopf Factorisation
2006, Introductory Lectures on Fluctuations of Lévy Processes with Applications, Pages 139-178
Book Chapter
Calibration of Lévy Term Structure Models
Ernst Eberlein and Wolfgang Kluge
Applied and Numerical Harmonic Analysis, 2007, Advances in Mathematical Finance, Part II, Pages 147-172