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scientific article

    Statements

    author
    Young Shim Kim
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    Frank J. Fabozzi
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    Svetlozar T. Rachev
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    publication date
    14 March 2011
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    Mathematics Subject Classification ID
    91-02
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    60G51
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    91G80
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    91G10
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    91G20
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    91G60
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    zbMATH DE Number
    5865551
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    zbMATH Keywords
    financial modeling
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    Lévy processes
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    volatility clustering
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    stable distributions
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    simulation
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    delivery pricing
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