Extremes of Lévy driven moving average processes with applications in finance

Description

München, Techn. University, Diss., 2004.

Links & Downloads

1. http://tumb1.biblio.tu-muenchen.de/publ/diss/ma/2004/fasen.pdf
2. http://tumb1.biblio.tu-muenchen.de/publ/diss/ma/2004/fasen.html
3. http://deposit.ddb.de/cgi-bin/dokserv?idn=973922796

Tags

Volatilität MA-Prozess

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/76722511
Date	January 2004
Creators	Fasen, Vicky Maria.
Publisher	[S.l. : s.n.],
Source Sets	OCLC
Language	English
Detected Language	English
Source	LF