First jump approximation of a multivariate Lévy driven SDE and an application to ECOGARCH processes

Titel:: First jump approximation of a multivariate Lévy driven SDE and an application to ECOGARCH processes
Dokumenttyp:: Zeitschriftenaufsatz
Autor(en):: Stelzer, R.
Zeitschriftentitel:: Stochastic Processes and Their Application
Jahr:: 2009
Band / Volume:: 119
Heft / Issue:: 6
Seitenangaben Beitrag:: 1932-1951
Reviewed:: ja
Sprache:: en
Volltext / DOI:: doi:http://dx.doi.org/10.1016/j.spa.2008.09.008
Status:: Verlagsversion / published
Semester:: SS 09
Format:: Text
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