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Integrating Volatility Clustering Into Exponential Lévy Models
- Part of
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- Journal:
- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 609-628
- Print publication:
- September 2009
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Testing Distributions of Stochastically Generated Yield Curves
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 1 / May 2004
- Published online by Cambridge University Press:
- 17 April 2015, pp. 229-247
- Print publication:
- May 2004
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