Financial models with Lévy processes and volatility clustering. (Q3083935)
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scientific article; zbMATH DE number 5865551
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Financial models with Lévy processes and volatility clustering. |
scientific article; zbMATH DE number 5865551 |
Statements
14 March 2011
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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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0.789427638053894
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0.7682876586914062
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0.7650875449180603
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0.7528642416000366
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0.75123131275177
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