A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process by Jules Clément Mba, Sutene Mwambetania Mwambi, Edson Pindza

Subjects: “…Lévy process…”
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On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis by N.A. Kachanovsky

Subjects: “…levy process…”
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Wick calculus on spaces of regular generalized functions of Levy white noise analysis by M.M. Frei

Subjects: “…levy process…”
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Iterated stochastic integrals and random velocity fluctuations by Kouji Yamamuro

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A Lévy Option Pricing model of FFT-Based High-order Multinomial Tree by Wang Weiwei, Li Bang Yi, Hu Xiao Ping

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Random representation of Blasius’ formula through stochastic complex integrals by Kouji Yamamuro

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Threshold behaviour of a stochastic SIRS Lévy jump model with saturated incidence and vaccination by Yu Zhu, Liang Wang, Zhipeng Qiu

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A Fourier cosine expansion method for pricing FX-TARN under Lévy processes by Kevin Z. Tong

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Optimal mean-variance investment and reinsurance strategies with a general Lévy process risk model by Haoran Yi, Yuanchuang Shan, Huisheng Shu, Xuekang Zhang

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Well-posedness of the stochastic Boussinesq equation driven by Levy processes by Yan Zheng, Jianhua Huang

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On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis by N.A. Kachanovsky

Subjects: “…lévy process…”
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Asymptotics for Finite-Time Ruin Probabilities of a Dependent Bidimensional Risk Model with Stochastic Return and Subexponential Claims by Xiaowen Shen, Kaiyong Wang, Yang Yang

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Optimal Deterministic Investment Strategies for Insurers by Ulrich Rieder, Nicole Bäuerle

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Stylized Model of Lévy Process in Risk Estimation by Xin Yun, Yanyi Ye, Hao Liu, Yi Li, Kin-Keung Lai

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Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise by Mina Mohammadi, Parisa Nabati

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Pricing European-Style Options in General Lévy Process with Stochastic Interest Rate by Xiaoyu Tan, Shenghong Li, Shuyi Wang

Subjects: “…Lévy process…”
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Financial Applications on Fractional Lévy Stochastic Processes by Reem Abdullah Aljethi, Adem Kılıçman

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On the Asymptotic Behavior and Parameter Estimation of a Double-Sided LCC-Compensated Wireless Power Transfer System by Feng-Rung Hu, Jia-Sheng Hu

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Mittag–Leffler Memory Kernel in Lévy Flights by Maike A. F. dos Santos

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Pricing, Risk and Volatility in Subordinated Market Models by Jean-Philippe Aguilar, Justin Lars Kirkby, Jan Korbel

Subjects: “…Lévy process…”
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