Search Results

Skewness Premium with Lévy Processes,
José Fajardo and Ernesto Mordecki, from Economics Research Group, IBMEC Business School - Rio de Janeiro (2006)
Keywords: Skewness Premium, Lévy processes

The Levy sections theorem revisited,
Annibal Figueiredo, Iram Gleria, Raul Matsushita and Sergio Da Silva, from University Library of Munich, Germany (2006)
Keywords: Econophysics; Levy sections

Skewness Premium with Lévy Processes,
José Fajardo and Ernesto Mordecki, from Department of Economics and Business Economics, Aarhus University (2009)
Keywords: Skewnes Premium, Lévy Processes

The Economics of Copyright Levies on Hardware,
Patrick Legros and Victor Ginsburgh, from ULB -- Universite Libre de Bruxelles (2013)
Keywords: copyright, levies, hardware

On recurrence and transience of two-dimensional Lévy and Lévy-type processes,
Nikola Sandrić, in Stochastic Processes and their Applications (2016)
Keywords: Lévy measure; Lévy process; Lévy-type process; Recurrence; Symbol; Transience;

Les leviers de création de valeur, de la e-SC d’un produit à la e-SC d’un e-produit. L’exemple du livre,
Poirel Carole, from HAL (2016)
Keywords: e-book, e-supply chain, virtualisation, digitalisation

Piloter la relation client dans I'e-commerce: quels leviers et quelles incidences sur les comportements d'achat ?,
Gilles N'Goala and Anne-Sophie Cases, from HAL (2012)
Keywords: e-commerce,e-CRM,confiance,engagement,e-fidélité,email

On integrals with respect to Lévy processes,
Uwe Küchler, in Statistics & Probability Letters (2004)
Keywords: Lévy process Compound Poisson process Integration with respect to Lévy process

On selfsimilar Lévy Random Probabilities,
Iddo Eliazar, in Physica A: Statistical Mechanics and its Applications (2005)
Keywords: Lévy random measures and probabilities; Selfsimilar Lévy random measures and probabilities; Gamma;

New methods of simulating Lévy processes,
Jing Zheng, Zhengyan Lin, Changqing Tong and Rendao Ye, in Physica A: Statistical Mechanics and its Applications (2017)
Keywords: Lévy process; Algorithm; Simulation;

On Anticipative Girsanov Transformations for Lévy Processes,
Horst Osswald, in Journal of Theoretical Probability (2009)
Keywords: Lévy processes, Girsanov transformations

Multidimensional Lévy inequalities and their applications,
Gang Li, in Statistics & Probability Letters (1994)
Keywords: Lévy inequality Law of the iterated logarithm

Lévy copulae for financial returns,
Ostap Okhrin, in Dependence Modeling (2016)
Keywords: Lévy copula, VaR, backtesting, cryptocurrency

Ergodicity of Lévy flows,
Anilesh Mohari, in Stochastic Processes and their Applications (2004)
Keywords: Lévy process Ergodicity Holonomy group

Enforcement of pollution levies in China,
Liguo Lin, in Journal of Public Economics (2013)
Keywords: Enforcement; Inspections; Pollution levies; China;

Exponentially damped Lévy flights,
Raul Matsushita, Pushpa Rathie and Sergio Da Silva, in Physica A: Statistical Mechanics and its Applications (2003)
Keywords: Lévy flights; Foreign exchange rates;

Lévy Processes,
Olivier Le Courtois and Christian Walter, from World Scientific Publishing Co. Pte. Ltd. (2014)
Keywords: Lévy Process, Extreme Risks, Risk Management, Portfolio Management, Asset Allocation,

Vine constructions of Lévy copulas,
Oliver Grothe and Stephan Nicklas, in Journal of Multivariate Analysis (2013)
Keywords: Lévy copula; Vine copula; Pair Lévy copula construction; Multivariate Lévy processes;

Functionals of a Lévy Process on Canonical and Generic Probability Spaces,
Alexander Steinicke, in Journal of Theoretical Probability (2016)
Keywords: Lévy processes, Malliavin calculus for Lévy processes, Canonical Lévy process

Construction and sampling of Archimedean and nested Archimedean Lévy copulas,
Oliver Grothe and Marius Hofert, in Journal of Multivariate Analysis (2015)
Keywords: Lévy processes; Lévy copulas; (Nested) Archimedean (Lévy) copulas; Sampling;

Claiming the nullity of a substantive right in the levy of execution. The issue of unfair and unwritten terms,
Răducan Gabriela, in Proceedings of the International Conference on Business Excellence (2020)
Keywords: levy of execution, nullity, unfair terms, unwritten terms, chosen procedural action, action of general jurisdiction, substantive defences, admissibility, inadmissibility, jurisprudence C.J.E.U

Series Representations for Multivariate Time-Changed Lévy Models,
Vladimir Panov, in Methodology and Computing in Applied Probability (2017)
Keywords: Lévy copula, Time-changed Lévy process, Subordination

Levy Subordinator Model of Default Dependency,
B S Balakrishna, from University Library of Munich, Germany (2010)
Keywords: CDO, Default Risk, Levy Distribution, Levy Subordinator, FFT, Gaussian Copula

Characterization of dependence of multidimensional Lévy processes using Lévy copulas,
Jan Kallsen and Peter Tankov, in Journal of Multivariate Analysis (2006)
Keywords: Lévy process Copula Limit theorems

Kac–Lévy Processes,
Nikita Ratanov, in Journal of Theoretical Probability (2020)
Keywords: Markov-modulated Lévy process, Markov-switching model, Goldstein–Kac process, Lévy–Khintchine exponent, Lévy–Laplace exponent, Mixture of distributions, Exponential functional

Lévy flights search patterns of biological organisms,
G.m Viswanathan, V Afanasyev, Sergey V Buldyrev, Shlomo Havlin, M.G.e da Luz, E.p Raposo and H.Eugene Stanley, in Physica A: Statistical Mechanics and its Applications (2001)
Keywords: Lévy flights; Biological foraging;

The impact of the Apprenticeship Levy on Apprenticeships and other training outcomes,
Gavan Conlon, Andrew Dickerson, Steven McIntosh and Pietro Patrignani, from Centre for Vocational Education Research (2021)
Keywords: apprenticeship, apprenticeship levy, training

On the class of distributions of subordinated Lévy processes and bases,
Orimar Sauri and Almut Veraart, in Stochastic Processes and their Applications (2017)
Keywords: Subordination; Lévy basis; Lévy processes; Lévy mixing; Lévy semistationary processes; Recovery problem;

Median, concentration and fluctuations for Lévy processes,
Christian Houdré and Philippe Marchal, in Stochastic Processes and their Applications (2008)
Keywords: Lévy processes Median Fluctuations Concentration

Capacitary moduli for Lévy processes and intersections,
Jay Rosen, in Stochastic Processes and their Applications (2000)
Keywords: Capacitary modulus Lévy process Intersection

Equivalent Martingale Measures and Lévy Processes,
José Fajardo, from Economics Research Group, IBMEC Business School - Rio de Janeiro (2005)
Keywords: Lévy Processes, Equivalent Martingale Measures

Human memory retrieval as Lévy foraging,
Theo Rhodes and Michael T. Turvey, in Physica A: Statistical Mechanics and its Applications (2007)
Keywords: Memory retrieval; Lévy distribution; Foraging;

Diffusion regimes in Lévy flights with trapping,
Alexei Vazquez, Oscar Sotolongo-Costa and Francois Brouers, in Physica A: Statistical Mechanics and its Applications (1999)
Keywords: Relaxation; Lévy flights; Trapping diffusion;

Lévy flights in neutral fitness landscapes,
Marco Tomassini, in Physica A: Statistical Mechanics and its Applications (2016)
Keywords: Neutrality; Fitness landscapes; Lévy flights;

Occupation times of Lévy processes,
Lan Wu and Xiao Zhang, in International Journal of Financial Engineering (IJFE) (2021)
Keywords: Occupation times, Lévy processes, Laplace transform

A trivariate version of 'Lévy's equivalence',
Gordon Simons, in Statistics & Probability Letters (1986)
Keywords: Wiener process Lévy's equivalence Tanaka's formula

Lévy processes and Schrödinger equation,
Nicola Cufaro Petroni and Modesto Pusterla, in Physica A: Statistical Mechanics and its Applications (2009)
Keywords: Stochastic mechanics; Lévy processes; Schrödinger equation;

The rigid rotator with Lévy noise,
Manuel O Cáceres, in Physica A: Statistical Mechanics and its Applications (2000)
Keywords: Linear response; Plane stochastic rotator; Lévy noise;

Option pricing with Levy Process,
Eric Benhamou, from University Library of Munich, Germany (2002)
Keywords: Levy process, Fourier and Laplace transform, Smile.

Perpetual Integrals for Lévy Processes,
Leif Döring and Andreas E. Kyprianou, in Journal of Theoretical Probability (2016)
Keywords: Lévy processes, Fluctuation theory, Perpetual integral

Is There a Rationale for Rebating Environmental Levies?,
Carolyn Fischer, Alain Bernard and Marc Vielle, from Resources for the Future (2001)
Keywords: environmental levy, tax rebate, fiscal distortions

Lévy processes,
Svetlana Boyarchenko and Sergei Z. Levendorskiĭ, from World Scientific Publishing Co. Pte. Ltd. (2002)
Keywords: Non-Gaussian Models, Merton-Black-Scholes Theory, Levy Processes, American Options, European Options, Feller Processes,

Recession and the Levy,
Jeremy Potter, from Palgrave Macmillan (1989)
Keywords: Television Advertising, Ultra High Frequency, Programme Contractor, Advertising Revenue, Levy System

Lévy flights in inhomogeneous environments,
Piotr Garbaczewski and Vladimir Stephanovich, in Physica A: Statistical Mechanics and its Applications (2010)
Keywords: Stochastic processes; Lévy flights; Lévy–Schrödinger semigroup; Langevin equations; Confining potentials;

A Functional LIL for Stochastic Integrals and the Lévy Area Process,
James Kuelbs and Wenbo Li, in Journal of Theoretical Probability (2005)
Keywords: Functional LIL, Lévy’s area process, small ball probabilities

Survey of Lévy Flight-Based Metaheuristics for Optimization,
Juan Li, Qing An, Hong Lei, Qian Deng and Gai-Ge Wang, in Mathematics (2022)
Keywords: Lévy flight; metaheuristic algorithms; swarm optimization; Lévy distribution

Occupation time distributions for Lévy bridges and excursions,
P. J. Fitzsimmons and R. K. Getoor, in Stochastic Processes and their Applications (1995)
Keywords: Lévy process Lévy bridge Excursion Occupation time Uniform distribution

NON-TAX LEVIES IN THE AGRICULTURAL SECTOR OF THE REPUBLIC OF CROATIA,
Mladena Bedekovic and Danijela Vakanjac, in Economic Thought and Practice (2024)
Keywords: agricultural holdings, agriculture, competitiveness, non-tax levies, parafiscal levies

Compound vectors of subordinators and their associated positive Lévy copulas,
Alan Riva-Palacio and Fabrizio Leisen, in Journal of Multivariate Analysis (2021)
Keywords: Clayton Lévy copulas; Dependent completely random measures; Lévy processes;

A Decomposition Theorem for Lévy Processes on Local Fields,
Sergio Albeverio and Xuelei Zhao, in Journal of Theoretical Probability (2001)
Keywords: Lévy processes, local fields, Lévy–Khinchine representation, jump processes

Financial modelling applying multivariate Levy processes: new insights into the estimation and simulation,
Andreas Rathgeber, Johannes Stadler and Stefan Stöckl, from HAL (2019)
Keywords: Levy processes,Financial Modelling

A discrete analogue and elementary derivation of 'Lévy's equivalence' for Brownian motion,
Gordon Simons, in Statistics & Probability Letters (1983)
Keywords: Wiener process Lévy's equivalence

Inertial effects, mass separation and rectification power in Lévy ratchets,
Sebastián Bouzat, in Physica A: Statistical Mechanics and its Applications (2010)
Keywords: Ratchets; Lévy noise; Efficiency;

Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets,
Iram Gleria, Annibal Figueiredo, Raul Matsushita, Pushpa Rathie and Sergio Da Silva, in Physica A: Statistical Mechanics and its Applications (2004)
Keywords: Lévy distributions; Econophysics; Multiscaling;

The Implementation of Effluent Taxes for Cambodian Industry: An Assessment of Pollutant Levies,
Sideth Muong, from Economy and Environment Program for Southeast Asia (EEPSEA) (2006)
Keywords: pollutant levies, Cambodia

The Proposed Forestry Commodities Levy: lets have balanced consideration' by Lew Evans,
Lewis Evans, from Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation (2013)
Keywords: Forestry commodities levy,

On lévy measure and integrability of the norm in C[0, 1],
Aloisio Araujo, in Journal of Multivariate Analysis (1977)
Keywords: Integrability of the norm in C[0,1] Lévy measures

Fluctuation theory for level-dependent Lévy risk processes,
Irmina Czarna, José-Luis Pérez, Tomasz Rolski and Kazutoshi Yamazaki, in Stochastic Processes and their Applications (2019)
Keywords: Refracted Lévy process; Multi-refracted Lévy process; Level-dependent Lévy process; Lévy process; Volterra equation; Fluctuation theory;

Duality and Derivative Pricing with Time-Changed Lévy Processes,
José Fajardo and Ernesto Mordecki, from Economics Research Group, IBMEC Business School - Rio de Janeiro (2005)
Keywords: Lévy processes, Time Change, Symmetry

Lévy flight random searches in biological phenomena,
G.m Viswanathan, F Bartumeus, Sergey V. Buldyrev, J Catalan, U.l Fulco, Shlomo Havlin, M.G.e da Luz, M.l Lyra, E.p Raposo and H Eugene Stanley, in Physica A: Statistical Mechanics and its Applications (2002)
Keywords: Random searches; Foraging; Lévy flights;

Truncated Lévy process with scale-invariant behavior,
Plamen Ch. Ivanov, Boris Podobnik, Youngki Lee and H.Eugene Stanley, in Physica A: Statistical Mechanics and its Applications (2001)
Keywords: Stochastic processes; Lévy flights; Econophysics;

Systemic Risk Modeling with Lévy Copulas,
Yuhao Liu, Petar M. Djurić, Young Shin Kim, Svetlozar T. Rachev and James Glimm, in JRFM (2021)
Keywords: CoVaR; NTS copula; Lévy process; backtesting

Preemption games under Lévy uncertainty,
Svetlana Boyarchenko and Sergei Levendorskiĭ, in Games and Economic Behavior (2014)
Keywords: Stopping time games; Preemption; Lévy uncertainty;

A Gaussian approximation theorem for Lévy processes,
David Bang, Jorge González Cázares and Aleksandar Mijatović, in Statistics & Probability Letters (2021)
Keywords: Lévy process; Central limit theorem; Kolmogorov distance;

Bank levy and bank risk-taking,
Michael Diemer, in Review of Financial Economics (2017)
Keywords: Bank levy; Competition; Moral hazard; Transparency;

Canonical Lévy process and Malliavin calculus,
Josep Lluís Solé, Frederic Utzet and Josep Vives, in Stochastic Processes and their Applications (2007)
Keywords: Lévy processes Malliavin calculus Skorohod integral

Chaotic and predictable representations for Lévy processes,
David Nualart and Wim Schoutens, in Stochastic Processes and their Applications (2000)
Keywords: Lévy processes Martingales Stochastic integration Orthogonal polynomials

The multifractal nature of Volterra–Lévy processes,
Eyal Neuman, in Stochastic Processes and their Applications (2014)
Keywords: Multifractals; Spectrum of singularities; Volterra processes; Lévy processes;

Prediction of Lévy-driven CARMA processes,
Peter J. Brockwell and Alexander Lindner, in Journal of Econometrics (2015)
Keywords: Prediction; Lévy process; CARMA process; Continuous time;

The Lévy sections theorem: An application to econophysics,
A. Figueiredo, R. Matsushita, S. daSilva, M. Serva, G.M. Viswanathan, C. Nascimento and Iram Gleria, in Physica A: Statistical Mechanics and its Applications (2007)
Keywords: Econophysics; Exchange rates; Lévy sections theorem;

Stochastic Comparison for Lévy-Type Processes,
Jie-Ming Wang, in Journal of Theoretical Probability (2013)
Keywords: Stochastic comparison, Stochastic monotonicity, Lévy-type processes

Occupation Times of Refracted Lévy Processes,
A. E. Kyprianou, J. C. Pardo and J. L. Pérez, in Journal of Theoretical Probability (2014)
Keywords: Occupation times, Fluctuation theory, Refracted Lévy processes

Preferences, Levy Jumps and Option Pricing,
Chenghu Ma, from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2013)
Keywords: equilibrium option pricing, recursive utility, Levy jumps.

Preemption Games under Levy Uncertainty,
Svetlana Boyarchenko and Sergei Levendorskii, from The University of Texas at Austin, Department of Economics (2014)
Keywords: stopping time games, preemption, Levy uncertainty

Prabhakar Lévy processes,
Janusz Gajda and Luisa Beghin, in Statistics & Probability Letters (2021)
Keywords: Mittag-Leffler distribution; Subordinated; Stochastic processes; Lévy density;

Discretizing the fractional Lévy area,
A. Neuenkirch, S. Tindel and J. Unterberger, in Stochastic Processes and their Applications (2010)
Keywords: Fractional Brownian motion Lévy area Discretization schemes Asymptotic error distribution

Abrupt Lévy processes,
Vincent Vigon, in Stochastic Processes and their Applications (2003)
Keywords: Lévy process Trajectories Wiener-Hopf factorization Dini derivatives

The heat equation with Lévy noise,
Carl Mueller, in Stochastic Processes and their Applications (1998)
Keywords: Heat equation Stochastic partial differential equations Lévy processes

Multiplicative functionals of Lévy processes,
Jiangang Ying, in Stochastic Processes and their Applications (1995)
Keywords: 60J30 60J57 Lévy processes Multiplicative functionals Revuz measures Infinitesimal generator

A model for persistent Levy motion,
A.v Chechkin and V.Yu Gonchar, in Physica A: Statistical Mechanics and its Applications (2000)
Keywords: Levy motion; Stable distribution; Fractional noise; Self-affinity;

Lévy decoupled random walks,
Miguel A. Ré, Carlos E. Budde and Domingo P. Prato, in Physica A: Statistical Mechanics and its Applications (2003)
Keywords: CTRW; Lévy distributions; Anomalous diffusion; Long time tails; Alternative estimators;

Burr, Lévy, Tsallis,
F. Brouers, O. Sotolongo-Costa and K. Weron, in Physica A: Statistical Mechanics and its Applications (2004)
Keywords: Tsallis entropy; Non-Debye relaxation; Universality; Lévy distributions;

LÉVY SIMPLE STRUCTURAL MODELS,
Martin Baxter, in International Journal of Theoretical and Applied Finance (IJTAF) (2007)
Keywords: Structural credit model, CDO pricing, Levy process, gamma process

Lévy-Driven Carma Processes,
P. Brockwell, in Annals of the Institute of Statistical Mathematics (2001)
Keywords: Lévy process, CARMA process, stochastic differential equation, stable process,

Symmetry and duality in Levy markets,
José Fajardo and Ernesto Mordecki, in Quantitative Finance (2006)
Keywords: Levy processes, Girsanov theorem, Smile, Numeraire, Duality, Symmetry,

Linear hyperfinite Lévy integrals,
Frederik Herzberg, from Center for Mathematical Economics, Bielefeld University (2011)
Keywords: Itô formula, Nonstandard analysis, Lévy processes, Stochastic integration

Correlation cascades of Lévy-driven random processes,
Iddo Eliazar and Joseph Klafter, in Physica A: Statistical Mechanics and its Applications (2007)
Keywords: Non-Gaussian Lévy noises; Stable Lévy noises; Self-similarity; Fractality; Lévy Correlation Cascades; Long-range dependence;

DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS,
George Bouzianis and Lane P. Hughston, in International Journal of Theoretical and Applied Finance (IJTAF) (2019)
Keywords: Asset pricing, Lévy models, Lévy processes, Lévy exponent, exponential moments, option pricing, option replication, power payoffs

Lévy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space,
C. A. Fonseca-Mora, in Journal of Theoretical Probability (2020)
Keywords: Lévy processes, Infinitely divisible measures, Cylindrical Lévy processes, Dual of a nuclear space, Lévy–Itô decomposition, Lévy–Khintchine formula, Lévy measure

Novel insights in the Levy–Levy–Solomon agent-based economic market model,
Maximilian Beikirch and Torsten Trimborn, in International Journal of Modern Physics C (IJMPC) (2021)
Keywords: Levy–Levy–Solomon, agent-based models, Monte Carlo simulations, finite-size effects, random number generator, econophysics