Multivariate asset models using Lévy processes and applications
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2013.870917
Reference36 articles.
1. Order Flow, Transaction Clock, and Normality of Asset Returns
2. Monte Carlo Simulation of the CGMY Process and Option Pricing
3. LÉVY SIMPLE STRUCTURAL MODELS
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