Multivariate continuous time stochastic volatility models driven by a Lévy process

Description

München, Techn. University, Diss., 2007.

Links & Downloads

1. http://deposit.d-nb.de/cgi-bin/dokserv?idn=986220337
2. http://mediatum2.ub.tum.de/doc/624065/document.pdf

Tags

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/188137477
Creators	Stelzer, Robert Josef.
Source Sets	OCLC
Language	English
Detected Language	English
Source	kostenfrei