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Financial market models with Lévy processes and time-varying volatility

✍ Scribed by Young Shin Kim; Svetlozar T. Rachev; Michele Leonardo Bianchi; Frank J. Fabozzi

Book ID
116615122
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
299 KB
Volume
32
Category
Article
ISSN
0378-4266

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