A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE
LUCIANO, ELISA, SEMERARO, PATRIZIAVolume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024910005838
Date:
May, 2010
File:
PDF, 342 KB
english, 2010