Financial models with L�evy processes and volatility clustering [electronic resource] /
Svetlozar T. Rachev ... [et al.].
- Hoboken, NJ : Wiley, c2011.
- xiii, 394 p.
- The Frank J. Fabozzi series .
Includes index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Capital assets pricing model.
L�evy processes.
Finance--Mathematical models.
Probabilities.
Electronic books.
HG4637 / .F56 2011eb
Includes index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Capital assets pricing model.
L�evy processes.
Finance--Mathematical models.
Probabilities.
Electronic books.
HG4637 / .F56 2011eb