Financial market models with Lévy processes and time-varying volatility
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Publication:61364
DOI10.1016/J.JBANKFIN.2007.11.004WikidataQ61994725 ScholiaQ61994725MaRDI QIDQ61364FDOQ61364
Michele Leonardo Bianchi, Young Shin Kim, Frank J. Fabozzi, Svetlozar T. Rachev
Publication date: July 2008
Published in: Journal of Banking & Finance (Search for Journal in Brave)
Cited In (1)
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