A Localization of the Lévy Operators Arising in Mathematical Finances

Mariko Arisawa
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Mariko Arisawa: GSIS, Tohoku University, Aramaki 09, Aoba-ku, Sendai 980-8579, Japan

Chapter 2 in Stochastic Processes and Applications to Mathematical Finance, 2007, pp 23-52 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractNo abstract received.

Keywords: Stochastic Calculus; Mathematical Finance; Insider Trading; Stochastic Control; Real Options; Filtering Model of Credit Risks; Stochastic Growth Models (search for similar items in EconPapers)
Date: 2007
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