Work

Financial Models with Lévy Processes and Volatility Clustering

Year: 2011

Type: book

Source: Wiley eBooks

DOI: 10.1002/9781118268070

Authors: Svetlozar T. Rachev, Young Shin Kim, Michele Leonardo Bianchi, Frank J. Fabozzi

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2491984381

FWCI: 12.58

Cites:

Cited by: 137

Related to: 10