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Chapter 3 Modeling Financial Security Returns Using Lévy Processes

Year: 2007

Type: book-chapter

Source: Handbooks in operations research and management science

DOI: 10.1016/s0927-0507(07)15003-9

Author: Liuren Wu

Institutions: Baruch College, City University of New York

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1569014941

FWCI:

Cites: 86

Cited by: 16

Related to: 10