Timeline for Existence of multidimensional Levy process with dependent structure
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Sep 22, 2013 at 2:55 | history | edited | Ricardo Andrade | CC BY-SA 3.0 |
added top level tag
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| Jun 24, 2013 at 9:16 | comment | added | Hicham | I think The Bridge talks about their "book" whose title is "Financial Modelling with Jump Processes" | |
| Apr 13, 2013 at 13:50 | comment | added | user33075 | @The Bridge， thank you very much for you kind help. You are right, in the paper of Cont and Tankov, they brought forward the concept of Levy for construction dependent Levy process. I will read their papers first. | |
| Nov 26, 2012 at 16:27 | comment | added | The Bridge | @Xu Lin : I thnik that the subject is somehow treated in R. Cont and P. Tankov's book about Lévy process (with financial application in view). Otherwise a google search with "Lévy Copula" should bring you some interesting results. Best regards | |
| Nov 21, 2012 at 1:34 | history | asked | Xu Lin | CC BY-SA 3.0 |