Motivated by features of low latency data in finance we study in detail discrete-valued Levy processes as the basis of … processes. We apply these models in practice to low latency data for a variety of different types of futures contracts. …

Motivated by features of low latency data in financial econometrics we study in detail integervalued Lévy processes as … subordinators. We apply these models in practice to low latency data for a variety of different types of futures contracts. …

Motivated by features of low latency data in finance we study in detail discrete-valued Levy processes as the basis of … processes.  We apply these models in practice to low latency data for a variety of different types of futures contracts. …