Symmetry and Time Changed Brownian Motions
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References listed on IDEAS
- Eberlein, Ernst & Keller, Ulrich & Prause, Karsten, 1998. "New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model," The Journal of Business, University of Chicago Press, vol. 71(3), pages 371-405, July.
- JosE Fajardo & Ernesto Mordecki, 2006. "Symmetry and duality in Levy markets," Quantitative Finance, Taylor & Francis Journals, vol. 6(3), pages 219-227.
- repec:wsi:ijtafx:v:09:y:2006:i:02:n:s0219024906003536 is not listed on IDEAS
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KeywordsTime Changed; Subordination; Symmetry;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-07 (All new papers)
- NEP-ECM-2008-10-07 (Econometrics)
- NEP-ORE-2008-10-07 (Operations Research)
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