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A multivariate jump-driven financial asset model

✍ Scribed by Luciano, Elisa; Schoutens, Wim

Book ID
121337839
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
747 KB
Volume
6
Category
Article
ISSN
1469-7688

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The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial s