Multivariate Lévy Processes with Dependent Jump Intensity

Details

Request a copyRequest a copy
Serval ID
serval:BIB_554F111DB659
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Multivariate Lévy Processes with Dependent Jump Intensity
Journal
Quantitative Finance
Author(s)
Marfè R.
Publication state
In Press
Peer-reviewed
Oui
OAI-PMH
oai:serval.unil.ch:BIB_554F111DB659
Publisher's website
http://www.tandfonline.com/doi/abs/10.1080/14697688.2011.606822
Create date
19/07/2011 9:08
Last modification date
21/08/2019 6:14
Usage data