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Learn more about Ngoc Nguyen | Saint Laurent, Quebec.. Marcus Overhaus, PhD, Andrew Ferraris, DPhil, Thomas Knudsen, PhD, Frank Mao, PhD, Ross Milward, Laurent Nguyen-Ngoc, PhD, and Gero Schindlmayr, PhD, are members of the Quantitative Research team of Deutsche Bank's Global Equity Division, which is based in London and headed by Dr. Overhaus.. > Laurent Nguyen-Ngoc
Consultez les profils des professionnels s’appelant Laurent Ngoc sur LinkedIn. 3 professionnels dénommés Laurent Ngoc utilisent LinkedIn pour échanger des. In this paper, we use probabilistic methods of excursion theory for Levy processes in order to value some exotic options in general exponential Levy models. AMS. CiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): We develop the theory of weak conditioning initiated in [2, 5] in a general framework for semimartingales with jumps. An example is given based on Levy processes, for which the link to pure jump Schrodinger processes is exhibited. AMS 2000 Subject Classification : Primary: 60G07, 60G44; secondary: 60G51..
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