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RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL
BIANCHI, MICHELE LEONARDO, TASSINARI, GIAN LUCA, FABOZZI, FRANK J.Volume:
19
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024916500278
Date:
June, 2016
File:
PDF, 2.61 MB
english, 2016