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On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions

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Author Info
Alvaro Cartea (Department of Economics, Mathematics & Statistics, Birkbeck)
Diego del-Castillo-Negrete

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File URL: http://www.ems.bbk.ac.uk/research/wp/PDF/BWPEF0708.pdf
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File Function: First version, 2007
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Paper provided by Birkbeck, Department of Economics, Mathematics & Statistics in its series Birkbeck Working Papers in Economics and Finance with number 0708.

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Date of creation: Jan 2007
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Handle: RePEc:bbk:bbkefp:0708

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