30 citations · 146 across the 34 of their papers we have counts for
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math.PR2009★ 12 cited
Stability for random measures, point processes and discrete semigroups
Youri Davydov, Ilya Molchanov, Sergei Zuyev
Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed in…
q-fin.PR2009
Exchangeability type properties of asset prices
Ilya Molchanov, Michael Schmutz
In this paper we analyse financial implications of exchangeability and similar properties of finite dimensional random vectors. We show how these properties are reflected in prices…