2 results
OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 29 / Issue 4 / October 2015
- Published online by Cambridge University Press:
- 15 July 2015, pp. 589-596
-
- Article
- Export citation
Testing for Second-Order Stochastic Dominance of Two Distributions
-
- Journal:
- Econometric Theory / Volume 10 / Issue 5 / December 1994
- Published online by Cambridge University Press:
- 11 February 2009, pp. 849-866
-
- Article
- Export citation