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Financial Models with Levy Processes and Volatility Clustering by Svetlozar T. R - Picture 1 of 1

Financial Models with Levy Processes and Volatility Clustering by Michele L. Bianchi, Frank J. Fabozzi, Svetlozar T. Rachev, Young Shin Kim (Hardcover, 2011)

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Financial crises and black swan events may not be precisely predictable by models, but improving the reliability and flexibility of those models is essential for both financial practitioners and academics intent on limiting the impact of major market crashes.