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Financial Models with Lévy Processes and Volatility Clustering · Study

BookFinancial Models with Lévy Processes and Volatility Clustering

Svetlozar T. Rachev2011

Book2011

Financial Models with Lévy Processes and Volatility Clustering

Svetlozar T. Rachev · Young Shin Kim · Michele Leonardo Bianchi · Frank J. Fabozzi

116 citations·0/0 files stored·Wiley eBooks

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Stochastic processes and financial applications Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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Year2011

Typebook

Published2011-01-24

VenueWiley eBooks

Languageen

Citations116

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1002/9781118268070

openalex_workW2491984381

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