Stochastic calculus for assets with non-Gaussian price fluctuations
| Year of publication: |
2002
|
|---|---|
| Authors: | Kleinert, Hagen |
| Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 311.2002, 3, p. 536-562
|
| Publisher: |
Elsevier |