CBI-time-changed Lévy processes for multi-currency modeling

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1572-9338
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
CBI-time-changed Lévy processes for multi-currency modeling ; day:28 ; month:9 ; year:2022 ; pages:1-26
Annals of operations research ; (28.9.2022), 1-26

Classification
Wirtschaft

Creator
Fontana, Claudio
Gnoatto, Alessandro
Szulda, Guillaume
Contributor
SpringerLink (Online service)

DOI
10.1007/s10479-022-04982-z
URN
urn:nbn:de:101:1-2022121621011399214824
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:32 AM CEST

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Associated

  • Fontana, Claudio
  • Gnoatto, Alessandro
  • Szulda, Guillaume
  • SpringerLink (Online service)

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