欢迎来到基于Lévy过程的连续时间多元非高斯模型在金融中的应用丛林

A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance

Annals of Operations Research · 2022
被引 4
ABS 3
金融计量连续时间金融多元统计非高斯模型