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Financial models with Lévy processes and volatility clustering

Detalles Bibliográficos
Clasificación:	Libro Electrónico
Otros Autores:	Rachev, S. T. (Svetlozar Todorov)
Formato:	Electrónico eBook
Idioma:	Inglés
Publicado:	Hoboken, NJ : Wiley, c2011.
Colección:	The Frank J. Fabozzi series
Temas:	Capital assets pricing model. Lévy processes. Finance > Mathematical models. Probabilities. Electronic books.
Acceso en línea:	Texto completo

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