"On the minimal number of driving Lévy motions in a multivariate ..."

Jean Jacod, Mark Podolskij (2018)

> Home

Details and statistics

DOI: 10.1017/JPR.2018.52

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jap/JacodP18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jap/JacodP18
Jean Jacod, Mark Podolskij:
On the minimal number of driving Lévy motions in a multivariate price model. J. Appl. Probab. 55(3): 823-833 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.