Multivariate Continuous Time Stochastic Volatility Models Driven by a Lévy Process
Author | : Robert Josef Stelzer |
Publisher | : |
Total Pages | : 249 |
Release | : 2007 |
ISBN-10 | : OCLC:197965398 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Multivariate Continuous Time Stochastic Volatility Models Driven by a Lévy Process by : Robert Josef Stelzer
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