Financial models with Ly processes and volatility clustering / 
Svetlozar T. Rachev ... [et al.]. 
 - Hoboken, N.J. :  John Wiley & Sons,  2011. 
 - xx, 394 p. :  ill. ;  24 cm. 
 - The Frank J. Fabozzi series. .
 - Frank J. Fabozzi series. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/><label>ISBN: </label>9780470482353 (hbk.)  RM272.65 0470482354 (hbk.) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Capital assets pricing model.<br/>Levy processes.<br/>Finance--Mathematical models.<br/>Probabilities.