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
Authors: Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Frank J. Fabozzi 
Publication date: July 2008
Published in: Journal of Banking & Finance (Search for Journal in Brave)
Cited In (1)
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