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Financial market models with Lévy processes and time-varying volatility - MaRDI portal

Financial market models with Lévy processes and time-varying volatility (Q61364)

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scientific article
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English
Financial market models with Lévy processes and time-varying volatility
scientific article

    Statements

    volume
    32
    0 references
    issue
    7
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    page(s)
    1363-1378
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    publication date
    July 2008
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    author
    Young Shin Kim
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    Svetlozar T. Rachev
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    Frank J. Fabozzi
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    Identifiers

    Wikidata QID
    Q61994725
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