Showing 41 - 60 results of 693 for search '"Lévis"', query time: 0.05s Refine Results
  1. 41
  2. 42

    Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility by Chaoqun Ma, Shengjie Yue, Yishuai Ren

    Published 2018-01-01
    “…This paper considers the pricing issue of vulnerable European option when the dynamics of the underlying asset value and counterparty’s asset value follow two correlated exponential Lévy processes with stochastic volatility, and the stochastic volatility is divided into the long-term and short-term volatility. …”
    Get full text
    Article
  3. 43

    Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode by Arthit Intarasit

    Published 2013-01-01
    “…We propose that asset returns are modeled by a stochastic volatility Lévy process incorporating a regime switching model. …”
    Get full text
    Article
  4. 44

    Fee for owning dogs - a levy of marginal importance or unused potential? by Marta Sagan-Martko

    Published 2023-06-01
    “…The aim of the article is to demonstrate that fee for owning dogs, which is treated as a levy of marginal fiscal importance, should not be perceived solely through the prism of this criterion. …”
    Get full text
    Article
  5. 45
  6. 46
  7. 47
  8. 48
  9. 49

    Lévi-Strauss et l’Asie. L’anthropologie structurale « out of America » by Frédéric Keck

    Published 2008-11-01
    “…This article analyzes the role of Asia in Lévi-Strauss’s works, and draw conclusions for a structural anthropology of this continent. …”
    Get full text
    Article
  10. 50
  11. 51

    Estimating the Gerber-Shiu Expected Discounted Penalty Function for Lévy Risk Model by Yujuan Huang, Wenguang Yu, Yu Pan, Chaoran Cui

    Published 2019-01-01
    “…This paper studies the statistical estimation of the Gerber-Shiu discounted penalty functions in a general spectrally negative Lévy risk model. Suppose that the claims process and the surplus process can be observed at a sequence of discrete time points. …”
    Get full text
    Article
  12. 52
  13. 53
  14. 54

    Dynamic Behavior Analysis of Stochastic Nonautonomous Logistic Model with Limited Resources and Lévy Jump by Yonggang Ma, Junmei Liu

    Published 2022-01-01
    “…Secondly, with the help of the Itô-Lévy formula, we discuss that the zero solution and positive equilibrium solution of the model are almost asymptotically stable under certain conditions. …”
    Get full text
    Article
  15. 55
  16. 56
  17. 57

    On a Fractional SPDE Driven by Fractional Noise and a Pure Jump Lévy Noise in ℝd by Xichao Sun, Zhi Wang, Jing Cui

    Published 2014-01-01
    “…We study a stochastic partial differential equation in the whole space x∈ℝd, with arbitrary dimension d≥1, driven by fractional noise and a pure jump Lévy space-time white noise. Our equation involves a fractional derivative operator. …”
    Get full text
    Article
  18. 58
  19. 59

    Écrire sur la Shoah avant la Shoah : notes sur Kafka et Levi by Luca De Angelis

    Published 2020-06-01
    Subjects: “…Levi (Primo)…”
    Get full text
    Article
  20. 60