TY  - GEN
T1  - Financial models with Lévy processes and volatility clustering
T2  - The Frank J. Fabozzi series
A2  - Rachev, S. T.
LA  - English
PP  - Hoboken, NJ
PB  - Wiley
YR  - 2011
UL  - https://colectivo.uloyola.es/Record/ELB179525
OP  - 394
NO  - Includes index.
CN  - HG4637 .F56 2011
SN  - 9780470937167 (electronic bk.)
KW  - Capital assets pricing model.
KW  - Lévy processes.
KW  - Finance : Mathematical models.
KW  - Probabilities.
KW  - Electronic books.
ER  -