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Financial extremes: a short review - MaRDI portal

Financial extremes: a short review (Q2885060)

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scientific article; zbMATH DE number 6037142
Language Label Description Also known as
English
Financial extremes: a short review
scientific article; zbMATH DE number 6037142

    Statements

    publication date
    21 May 2012
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    zbMATH Keywords
    diffusion process
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    extreme value distributions
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    interest rate models
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    stochastic volatility models
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    long memory models
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    Lévy process
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    Max stable law
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    author
    Jaya P. N. Bishwal
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    title
    Financial extremes: a short review (English)
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    91G70
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    60E07
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    60G22
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    60G51
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    60G70
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    60H10
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    62E20
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    zbMATH DE Number
    6037142
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