Integrating Volatility Clustering Into Exponential Lévy Models (Q3182422)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrating Volatility Clustering Into Exponential Lévy Models |
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Integrating Volatility Clustering Into Exponential Lévy Models (English)
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8 October 2009
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convoluted Lévy process
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financial modeling
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subordination
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volatility clustering
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