Browse by UCL people
Group by: Type | Date
Jump to: Article
Number of items: 2.
Article
Cartea, A;
(2007)
On the fluid limit of the continuous-time random walk with general Lévy jump distribution functions.
Physical Review E: Statistical, Nonlinear, and Soft Matter Physics
, 76
10.1103/PhysRevE.76.041105.
|
 |
|
Cartea, Á;
Jaimungal, S;
(2013)
Modelling Asset Prices for Algorithmic and High-Frequency Trading.
Applied Mathematical Finance
, 20
(6)
512 - 547.
10.1080/1350486X.2013.771515.
|
|
