A multivariate pure-jump model with multi-factorial dependence structure (Q2909513)
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scientific article; zbMATH DE number 6074288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate pure-jump model with multi-factorial dependence structure |
scientific article; zbMATH DE number 6074288 |
Statements
30 August 2012
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Lévy processes
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multivariate subordinators
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dependence
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correlation
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multivariate asset pricing
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multi-factorial modeling
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variance gamma
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A multivariate pure-jump model with multi-factorial dependence structure (English)
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