levy diffusion
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scholarly journals Stable Lévy diffusion and related model fitting

2018 ◽  
pp. 521-541
Author(s):  
Paramita Chakraborty ◽  
Xu Guo ◽  
Hong Wang
Keyword(s):  
Model Fitting ◽  
Related Model ◽  
Lévy Diffusion ◽  
Levy Diffusion

scholarly journals Swing options in commodity markets: a multidimensional Lévy diffusion model

2013 ◽  
Vol 79 (1) ◽  
pp. 31-67 ◽  
Author(s):  
Marcus Eriksson ◽  
Jukka Lempa ◽  
Trygve Kastberg Nilssen
Keyword(s):  
Diffusion Model ◽  
Commodity Markets ◽  
Swing Options ◽  
Lévy Diffusion ◽  
Levy Diffusion

scholarly journals Asymptotics for conservation laws involving Lévy diffusion generators

2001 ◽  
Vol 148 (2) ◽  
pp. 171-192 ◽  
Author(s):  
Piotr Biler ◽  
Grzegorz Karch ◽  
Wojbor A. Woyczyński
Keyword(s):  
Conservation Laws ◽  
Lévy Diffusion ◽  
Levy Diffusion
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