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~isPartOf:"Quantitative finance"
~person:"Asmussen, Søren"
~subject:"Konferenz"
~subject:"Volatilität"
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Asmussen, Søren
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Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren
;
Bladt, Mogens
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 675-689
Persistent link: https://www.econbiz.de/10013367850
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