Basics of Levy processes

This is a draft Chapter from a book by the authors on “L´evy Driven Volatility Models”.

Year of publication:	2012-06-09
Authors:	Barndorff-Nielsen, Ole E. ; Shephard, Neil
Institutions:	Economics Group, Nuffield College, University of Oxford

Extent:	application/pdf
Series:	Economics Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2012-W06 70 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010553069