Financial models with Levy processes and volatility clustering  [electronic resource] / 
Svetlozar T. Rachev ... [et al.]. 
 - Hoboken, NJ :  Wiley,  c2011. 
 - xiii, 394 p. 
 - The Frank J. Fabozzi series .
<br/><br/> Includes index. 
<br/><br/><br/>Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
<br/><br/><label>ISBN: </label>9780470937167 (electronic bk.) 
<br/><br/><label>LCCN: </label>
<br/><br/><label>Subjects--Topical Terms: </label><br/>Capital assets pricing model.<br/>Levy processes.<br/>Finance--Mathematical models.<br/>Probabilities.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG4637  / .F56 2011