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