A multivariate jump-driven financial asset model (Q3437395)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate jump-driven financial asset model |
scientific article |
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A multivariate jump-driven financial asset model (English)
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9 May 2007
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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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