Barndorff, Ole
Libros de: Barndorff, Ole
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Continuous Time Approach To Financial Volatility
Barndorff, Ole
Cambridge University Press (2004)
- EAN: 9780521834407
- Páginas: 450
- Fecha de edición: 2004
pvp.77,22 €
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The idea of this book is to explain how Levy processes can be used to study some problems in finance. The necessary technology is motivated and justified in an opening chapter, and is then followed ...