Financial models with Levy processes and volatility clustering - Rachev, S. T. (Svetlozar Todorov) (Hoboken, NJ : Wiley, 2011)
Includes index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Keywords: Capital assets pricing model; Levy processes; Finance -- Mathematical models; Probabilities; Electronic books