Well-balanced Lévy driven Ornstein–Uhlenbeck processes
نویسندگان
چکیده
منابع مشابه
Basics of Lévy Processes *
This is a draft Chapter from a book by the authors on “Lévy Driven Volatility Models”.
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ژورنال
عنوان ژورنال: Statistics & Risk Modeling
سال: 2011
ISSN: 2193-1402
DOI: 10.1524/strm.2011.1089