A multivariate jump-driven financial asset model (Q3437395)

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A multivariate jump-driven financial asset model
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    title
    A multivariate jump-driven financial asset model (English)
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    author
    Elisa Luciano
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    Wim Schoutens
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    publication date
    9 May 2007
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    Mathematics Subject Classification ID
    91G20
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    60G51
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    60J75
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    zbMATH DE Number
    5150691
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    zbMATH Keywords
    Lévy processes
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    multivariate asset modelling
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    copulas
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    risk neutral dependence
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