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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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About the Authors. Chapter 1 Introduction. 1.1 The need for better financial modeling of asset prices. 1.2 The family of stable distribution and its properties. 1.3 Option pricing with volatility clustering.