Integrating Volatility Clustering Into Exponential Lévy Models (Q3182422)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrating Volatility Clustering Into Exponential Lévy Models |
scientific article |
Statements
Integrating Volatility Clustering Into Exponential Lévy Models (English)
0 references
8 October 2009
0 references
convoluted Lévy process
0 references
financial modeling
0 references
subordination
0 references
volatility clustering
0 references
0 references
0 references
