A multivariate jump-driven financial asset model (Q3437395)

From MaRDI portal
Revision as of 20:21, 4 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
A multivariate jump-driven financial asset model
scientific article

    Statements

    title
    A multivariate jump-driven financial asset model (English)
    0 references
    author
    Elisa Luciano
    0 references
    Wim Schoutens
    0 references
    publication date
    9 May 2007
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60G51
    0 references
    60J75
    0 references
    zbMATH DE Number
    5150691
    0 references
    zbMATH Keywords
    Lévy processes
    0 references
    multivariate asset modelling
    0 references
    copulas
    0 references
    risk neutral dependence
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3437395&oldid=16746354"
    Powered by MediaWiki