Multivariate marked Poisson processes and market related multidimensional information ows


The class of marked Poisson processes and its connection with subordinated L�évy processes allow us to propose a new interpretation of multidimensional information flows and their relation to market movements. The new... [ view full abstract ]


  1. Patrizia Semeraro (Politecnico di Torino)
  2. Petar Jevtic (Arizona State University)
  3. Marina Marena (Università di)

Topic Area

Stochastic Analysis


WE-A-SY » Information and Commodities (11:30 - Wednesday, 18th July, Synge)

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