✦ LIBER ✦
First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes
✍ Scribed by Robert Stelzer
- Book ID
- 108266880
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 871 KB
- Volume
- 119
- Category
- Article
- ISSN
- 0304-4149
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