Financial models with levy processes and volatility clustering
Rachev, Svetlozar T.
Financial models with levy processes and volatility clustering - Hoboken, NJ: John Wiley and Sons; 2011 - xx, 394 p. 23 cm.
Includes index.
9780470482353(hb)
Capital assets pricing model
Levy processes
Finance-mathematical models
Probabilities
332.0415015192 RAC/Fin
Financial models with levy processes and volatility clustering - Hoboken, NJ: John Wiley and Sons; 2011 - xx, 394 p. 23 cm.
Includes index.
9780470482353(hb)
Capital assets pricing model
Levy processes
Finance-mathematical models
Probabilities
332.0415015192 RAC/Fin