✦ LIBER ✦

Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi: Financial models with Lévy processes and volatility clustering

✍ Scribed by Tobias Nigbur

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Financial market models with Lévy proces

✍ Young Shin Kim; Svetlozar T. Rachev; Michele Leonardo Bianchi; Frank J. Fabozzi 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 299 KB

Option pricing and hedging under a stoch

✍ Young Shin Kim; Frank J. Fabozzi; Zuodong Lin; Svetlozar T. Rachev 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 211 KB

Tempered stable and tempered infinitely

✍ Young Shin Kim; Svetlozar T. Rachev; Michele Leonardo Bianchi; Frank J. Fabozzi 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 539 KB

Time series analysis for financial marke

✍ Young Shin Kim; Svetlozar T. Rachev; Michele Leonardo Bianchi; Ivan Mitov; Frank 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 398 KB

Measuring financial risk and portfolio o

✍ Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev, Frank J. Fabozzi, Domen 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 634 KB