24 citations · 59 across the 23 of their papers we have counts for
Showing 2014Show all
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q-bio.PE2014★ 10 cited
On the Establishment, Persistence, and Inevitable Extinction of Populations
Kais Hamza, Peter Jagers, Fima C. Klebaner
Comprehensive models of stochastic, clonally reproducing populations are defined in terms of general branching processes, allowing birth during maternal life, as for higher organis…
q-fin.PR2014
Option Pricing for Symmetric Lévy Returns with Applications
Kais Hamza, Fima C. Klebaner, Zinoviy Landsman +1
This paper considers options pricing when the assumption of normality is replaced with that of the symmetry of the underlying distribution. Such a market affords many equivalent ma…