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- Title:
First jump approximation of a multivariate Lévy driven SDE and an application to ECOGARCH processes
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Stelzer, R.
- Journal title:
- Stochastic Processes and Their Application
- Year:
- 2009
- Journal volume:
- 119
- Journal issue:
- 6
- Pages contribution:
- 1932-1951
- Reviewed:
- ja
- Language:
- en
- Fulltext / 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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