Publicaciones en el año 2006
Wschebor, M. "Smoothing and the approximation of the occupation measure
of random processes", Ann. Fac. Sci. Toulouse Math. (6) 15 (2006), no.
1, pp. 125-156.
A note on Pricing, Duality and Symmetry for Two Dimensional Lévy
Processes José Fajardo and Ernesto Mordecki From Stochastic
Calculus to
Mathematical Finance. The Shiryaev Festschrift. Eds: Yu. Kabanov, R.
Liptser, J. Stoyanov, pp 249 - 256.
Springer (2006)
Pricing Derivatives on Two-Dimensional Lévy Processes
José Fajardo and Ernesto Mordecki International Journal of
Theoretical and
Applied Finance, Vol. 9, No. 2 (2006) 185-197