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Financial models with Lévy processes and volatility clustering

Bibliographic Details
Other Authors:	Rachev, S. T.
Format:	Electronic
Language:	English
Published:	Hoboken, NJ : Wiley, c2011.
Series:	The Frank J. Fabozzi series
Subjects:	Capital assets pricing model. Lévy processes. Finance > Mathematical models. Probabilities. Electronic books.
Online Access:	https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=179525

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