Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators
Year of publication: |
2007
|
---|---|
Authors: | Luciano, Elisa ; Semeraro, Patrizia |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | Lévy processes | multivariate subordinators | dependence (association | correlation) | multivariate asset modelling |
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