A multivariate pure-jump model with multi-factorial dependence structure (Q2909513)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6074288
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A multivariate pure-jump model with multi-factorial dependence structure |
scientific article; zbMATH DE number 6074288 |
Statements
30 August 2012
0 references
Lévy processes
0 references
multivariate subordinators
0 references
dependence
0 references
correlation
0 references
multivariate asset pricing
0 references
multi-factorial modeling
0 references
variance gamma
0 references
A multivariate pure-jump model with multi-factorial dependence structure (English)
0 references
0.8861134052276611
0 references
0.8827795386314392
0 references
0.8368306159973145
0 references
0.8050422668457031
0 references
0.789013147354126
0 references
