Financial models with Lévy processes and volatility clustering
By: Svetlozar T. Rachev ... [et al.].
Series: The Frank J. Fabozzi series; Frank J. Fabozzi series
Publisher: John Wiley
Published: 2011
Place of publication: Hoboken, N.J
Language: eng
Number of pages: 394
ISBN-13: 9780470482353
Subjects: Probabilities; Mathematical models; Capital assets pricing model; Lévy processes; Finance
Notes: Includes bibliographical references and index.