scientific article

Michele Leonardo Bianchi, Frank J. Fabozzi, Young Shim Kim, Svetlozar T. Rachev

Publication date: 14 March 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

simulation Lévy processes stable distributions volatility clustering financial modeling delivery pricing

Processes with independent increments; Lévy processes (60G51) Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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