Leveraged Levy processes as models for stock prices
Year of publication: |
2010
|
---|---|
Authors: | Madan, Dilip ; Xiao, Yue |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 7, p. 735-748
|
Publisher: |
Taylor & Francis Journals |
Subject: | Arbitrage pricing | Asset allocation | Asset pricing | Computational finance |
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