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Infinitesimal and asymptotic behavior of some relativistic stochastic flow
We study some Lévy processes with values in the isometry group of Minkowski, De Sitter and Anti-de-Sitter space-times. The isometry group is seen as the frame bundle... -
Study of two stochastic optimization problems : American put option in a disc...
Redaction : Novembre 2012 -
American options and Lévy processes
Financial markets have known from the studies conducted during the last three decades , a considerable expansion and an emergence of diverse and varied products. Among...
