Lévy processes and their applications in finance: analysis, methodology and estimation.
Authors
Publication date
- LALAHARISON Hanjarivo
- GUEGAN Dominique
- CHORRO Christophe
- GUEGAN Dominique
- IELPO Florian
- ORTEGA Juan pablo
- BARONE ADESI Giovanni
2013
Publication type
Thesis
Summary
Lévy processes and their applications in finance.
Topics of the publication
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