Building multivariate Sato models with linear dependence
Year of publication: |
2019
|
---|---|
Authors: | Boen, Lynn ; Guillaume, Florence |
Subject: | Calibration | Multivariate asset pricing models | Sato processes | Space-scaled self-decomposable laws | Theorie | Theory | CAPM | Multivariate Analyse | Multivariate analysis | Stochastischer Prozess | Stochastic process |
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