Lévy processes induced by dirichlet (b-)splines : modeling multivariate asset price dynamics
Year of publication: |
2013
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Authors: | Kaishev, Vladimir K. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 23.2013, 2, p. 217-247
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Subject: | Stochastischer Prozess | Stochastic process | CAPM | Optionspreistheorie | Option pricing theory | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis |
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