A multivariate variance gamma model for financial applications
Year of publication: |
2008
|
---|---|
Authors: | Semeraro, Patrizia |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 1, p. 1-18
|
Subject: | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Preistheorie | Price theory |
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