On the minimal number of driving Lévy motions in a multivariate price model (Q4555292)
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scientific article; zbMATH DE number 6981485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the minimal number of driving Lévy motions in a multivariate price model |
scientific article; zbMATH DE number 6981485 |
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On the minimal number of driving Lévy motions in a multivariate price model (English)
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19 November 2018
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factor model
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Lévy process
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semimartingale
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