Financial models with Lévy processes and volatility clustering - Rachev, S. T. (Svetlozar Todorov) (Hoboken, NJ : Wiley, 2011)
Includes index.
Description based on metadata supplied by the publisher and other sources.
Electronic reproduction. Santa Fe, Arg.: elibro, 2022. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
Keywords: Capital assets pricing model; Lévy processes; Finance -- Mathematical models; Probabilities; Electronic books