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May 2013 Combinatorial Identities Derived From the Kou Jump-Diffusion Model
Winston Buckley
Missouri J. Math. Sci. 25(1): 37-49 (May 2013). DOI: 10.35834/mjms/1369746396

Abstract

We derive interesting combinatorial identities by employing the instantaneous centralized moments obtained from the Lévy measure of the Kou jump-diffusion market.

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Winston Buckley. "Combinatorial Identities Derived From the Kou Jump-Diffusion Model." Missouri J. Math. Sci. 25 (1) 37 - 49, May 2013. https://doi.org/10.35834/mjms/1369746396

Information

Published: May 2013
First available in Project Euclid: 28 May 2013

zbMATH: 1272.91128
MathSciNet: MR3087687
Digital Object Identifier: 10.35834/mjms/1369746396

Subjects:
Primary: 97KXX
Secondary: 40B99 , 60-XX , 62-XX , 91G10 , 97K20 , 97K60

Keywords: combinatorial identities , instantaneous centralised moments , Kou jump diffusion , Lévy measure , series summation

Rights: Copyright © 2013 Central Missouri State University, Department of Mathematics and Computer Science

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Vol.25 • No. 1 • May 2013
University of Central Missouri, Department of Mathematics, Actuarial Science, and Statistics
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