Financial models with Lévy processes and volatility clustering

Slični predmeti

• A behavioral approach to asset pricing
  od: Shefrin, Hersh, 1948-
  Izdano: (2005)
• Forecasting expected returns in the financial markets
  Izdano: (2007)
• Asset price dynamics, volatility, and prediction
  od: Taylor, Stephen (Stephen J.)
  Izdano: (2007)
• Financial asset pricing theory, global policy and dynamics /
  Izdano: (2011)
• Theoretical and empirical analysis of common factors in a term structure model
  od: Huang, Ting-Ting
  Izdano: (2009)