Lévy random bridges and the modelling of financial information
Lévy random bridges and the modelling of financial information
Financial Informatics, pp. 127-155 (2022) No AccessChapter 7: Lévy random bridges and the modelling of financial informationEdward Hoylea, Lane P. Hughston and Andrea MacrinaEdward HoyleaDepartment of Mathematics, Imperial College London, London SW7 2AZ, UK, Lane P. HughstonDepartment of Mathematics, Imperial College London, London SW7 2AZ, UK and Andrea MacrinaDepartment of …