Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi: Financial models with Lévy processes and volatility clustering

Springer Science and Business Media LLC - Tập 25 - Trang 477-478 - 2011
Tobias Nigbur1
1Swiss Institute of Banking and Finance, University of St. Gallen, Gallen, Switzerland