A multivariate variance gamma model for financial applications
Patrizia Semeraro
| Year of publication: |
2008
|
|---|---|
| Authors: | Semeraro, Patrizia |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 1, p. 1-18
|
| Subject: | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Preistheorie | Price theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003692709