View in EDS HTML Full Text PDF Full Text

A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance.

Saved in:
Bibliographic Details
Title: A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance.
Authors: Bianchi, Michele Leonardo1, micheleleonardo.bianchi@bancaditalia.it, Hitaj, Asmerilda2, asmerilda.hitaj@uninsubria.it, Tassinari, Gian Luca3, gianluca.tassinari2@unibo.it
Source: Annals of Operations Research; Sep2025, Vol. 352 Issue 3, p859-900, 42p
Database: Applied Science & Technology Source
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 188149857
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AU" term="%22Bianchi%2C+Michele+Leonardo%22">Bianchi, Michele Leonardo</searchLink><relatesTo>1</relatesTo>, <i>micheleleonardo.bianchi@bancaditalia.it</i><br /><searchLink fieldCode="AU" term="%22Hitaj%2C+Asmerilda%22">Hitaj, Asmerilda</searchLink><relatesTo>2</relatesTo>, <i>asmerilda.hitaj@uninsubria.it</i><br /><searchLink fieldCode="AU" term="%22Tassinari%2C+Gian+Luca%22">Tassinari, Gian Luca</searchLink><relatesTo>3</relatesTo>, <i>gianluca.tassinari2@unibo.it</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Annals+of+Operations+Research%22">Annals of Operations Research</searchLink>; Sep2025, Vol. 352 Issue 3, p859-900, 42p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=188149857
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s10479-022-04970-3
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 42
        StartPage: 859
    Titles:
      – TitleFull: A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Bianchi, Michele Leonardo
      – PersonEntity:
          Name:
            NameFull: Hitaj, Asmerilda
      – PersonEntity:
          Name:
            NameFull: Tassinari, Gian Luca
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 21
              M: 09
              Text: Sep2025
              Type: published
              Y: 2025
          Identifiers:
            – Type: issn-print
              Value: 02545330
          Numbering:
            – Type: volume
              Value: 352
            – Type: issue
              Value: 3
          Titles:
            – TitleFull: Annals of Operations Research
              Type: main
ResultId 1