Multifactor stochastic variance models in risk management : maximum entropy approach and lévy processes
Alexander Levin; Alexander Tchernister; Eduardo S. Schwartz
| Year of publication: |
2003
|
|---|---|
| Authors: | Levin, Alexander ; Tchernister, Alexander ; Schwartz, Eduardo S. |
| Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 443-480
|
| Subject: | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process | Entropie | Entropy | Theorie | Theory |
| Extent: | Ill., graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001882183