On the minimal number of driving Lévy motions in a multivariate price model

Research output: Research - peer-reviewJournal article

Documents

  • Jean Jacod
    Jean JacodUniversité Pierre et Marie CurieFrance
  • Mark Podolskij
Original languageEnglish
JournalFinance and Stochastics
ISSN0949-2984
StateSubmitted - 2017

See relations at Aarhus University Citationformats

Download statistics

No data available

ID: 113043142