A multivariate pure-jump model with multi-factorial dependence structure
Details
Serval ID
serval:BIB_D4C514F94C28
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
A multivariate pure-jump model with multi-factorial dependence structure
Journal
International Journal of Theoretical and Applied Finance
Publication state
Published
Issued date
06/2012
Peer-reviewed
Oui
Volume
15
Publisher's website
Create date
25/01/2012 14:10
Last modification date
21/08/2019 5:18
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