Pure jump Levy processes for asset price modelling
Journal of Banking & Finance, 2002, vol. 26, issue 7, 1297-1316
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (18) Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:26:y:2002:i:7:p:1297-1316
Access Statistics for this article
Journal of Banking & Finance is currently edited by Ike Mathur
More articles in Journal of Banking & Finance from Elsevier
Series data maintained by Dana Niculescu ().