Small-time compactness and convergence behavior of deterministically and self-normalised Levy processes
Citation
Maller, R & Mason, D 2010, 'Small-time compactness and convergence behavior of deterministically and self-normalised Levy processes', Transactions of the American Mathematical Society, vol. 362, no. 4, pp. 2205-2248.Year
2010ANU Authors
Field of Research
- Financial Mathematics