On integrals with respect to Levy processes

Uwe Küchler

No 2003,12, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Abstract: Assume L is a non-deterministic real valued Lévy process and f is a smooth function on [0,t]

Date: 2003
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