A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance
Crossref DOI link: https://doi.org/10.1007/s10479-022-04970-3
Published Online: 2022-09-20
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bianchi, Michele Leonardo https://orcid.org/0000-0002-1865-6935
Hitaj, Asmerilda
Tassinari, Gian Luca
Text and Data Mining valid from 2022-09-20
Version of Record valid from 2022-09-20
Article History
Accepted: 31 August 2022
First Online: 20 September 2022