Financial models with Lévy processes and volatility clustering

Svetlozar T. Rachev ... [et al.]
Bok · Engelsk · 2011

Utgitt	Hoboken, N.J. : Wiley , cop. 2011
Omfang	XX, 384 s. : fig.
Emner	Capital assets pricing model Finance - Mathematical models Lévy processes Probabilities
ISBN	9780470482353