Last update: Fri Mar 23 02:13:54 MDT 2018
Top |
Symbols |
Math |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
BibTeX entry
@Article{Luciano:2010:MTC,
author = "Elisa Luciano and Patrizia Semeraro",
title = "Multivariate time changes for {L{\'e}vy} asset models:
Characterization and calibration",
journal = j-J-COMPUT-APPL-MATH,
volume = "233",
number = "8",
pages = "1937--1953",
day = "15",
month = feb,
year = "2010",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:24:21 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042709006530",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
Related entries
- asset,
236(17)4525,
250(z)96,
259(z)425
- calibration,
233(9)2265,
234(12)3243,
246(z)206,
271(z)100
- changes,
235(16)4701,
259(z)835
- characterization,
234(7)2183,
235(16)4532,
235(17)4991,
236(1)49,
240(z)5,
260(z)99
- Lévy,
233(8)2027,
233(10)2438,
235(18)5411,
237(1)234,
253(z)264,
264(z)1
- multivariate,
233(8)2044,
234(11)3122,
235(8)2263,
235(10)3207,
235(16)4729,
235(16)4816,
235(17)5222,
236(4)589,
236(5)775,
236(5)793,
236(6)1069,
236(6)1656,
239(z)415,
240(z)1,
240(z)51,
255(z)698,
259(z)914,
261(z)85,
263(z)78,
265(z)276
- time,
233(8)1785,
233(9)2395,
233(10)2631,
233(10)2675,
233(12)3167,
234(2)557,
234(6)1886,
234(6)1912,
234(6)1953,
234(8)2483,
234(8)2616,
234(9)2663,
235(2)460,
235(3)646,
235(5)1180,
235(5)1189,
235(5)1275,
235(8)2015,
235(8)2170,
235(9)3063,
235(13)3841,
235(17)4916,
236(3)411,
236(6)997,
236(9)2553,
236(10)2706,
236(13)3073,
236(13)3198,
236(13)3286,
236(15)3665,
236(18)4700,
236(18)4756,
237(1)384,
239(z)25,
244(z)102,
252(z)75,
256(z)104,
259(z)65,
259(z)385,
259(z)682,
259(z)905,
262(z)304,
262(z)333,
266(z)61,
271(z)328,
272(z)41