Working paper

Basics of Levy processes

Abstract:: This is a draft Chapter from a book by the authors on "Levy Driven Volatility Models".

Publication status:: Published

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APA Style

Shephard, N., & Barndorff-Nielsen, O. (2012). Basics of Levy processes. University of Oxford.

MLA Style

Shephard, N., and O. Barndorff-Nielsen. Basics of Levy Processes. University of Oxford, 2012.

Chicago Style

Shephard, N, and O Barndorff-Nielsen. 2012. “Basics of Levy Processes.” Department of Economics Discussion Paper Series. University of Oxford.
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Files:: paper610.pdf

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Authors

+ Shephard, N More by this author

Role:: Author

+ Barndorff-Nielsen, O More by this author

Role:: Author

Publisher:: University of Oxford
Series:: Department of Economics Discussion Paper Series
Publication date:: 2012-06-01
Paper number:: 610

Pubs id:: 1143813
Local pid:: pubs:1143813
Deposit date:: 2020-12-15

Terms of use

Copyright date:: 2012
Rights statement:: Copyright 2012 The Author(s)

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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