MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113)
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scientific article; zbMATH DE number 6850643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS |
scientific article; zbMATH DE number 6850643 |
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MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (English)
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15 March 2018
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multivariate asset models
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Lévy processes
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Sato processes
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nonlinear dependence
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