A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence

✍ Scribed by DingCheng Wang

• Book ID: 120796573
• Publisher: SP Science China Press
• Year: 2013
• Tongue: English
• Weight: 240 KB
• Volume: 56
• Category: Article
• ISSN: 1674-7283
• DOI: 10.1007/s11425-013-4626-9