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First-order calculus and option pricing
Carr, Peter, (2014)
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo, (2014)
Pricing green financial products
Melzer, Awdesch, (2017)
Local times of additive Lévy processes
Khoshnevisan, Davar, (2003)
Lévy Processes : Capacity and Hausdorff Dimension
Khoshnevisan, Davar, (2018)
Tail estimation of the spectral density for a stationary Gaussian random field
Wu, Wei-Ying, (2013)