Modeling financial security returns using Lévy processes
Year of publication: |
2008
|
---|---|
Authors: | Wu, Liuren |
Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 117-162
|
Subject: | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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