A Multivariate Jump-Driven Financial Asset Model
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More about this item
KeywordsLévy processes; multivariate asset modelling; copulas; risk neutral dependence.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
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