TY  - BOOK
AU  - Rachev,S.T.
TI  - Financial models with Lévy processes and volatility clustering
T2  - The Frank J. Fabozzi series
SN  - 9780470482353
PY  - 2011///
CY  - Hoboken, N.J.
PB  - John Wiley
KW  - Capital assets pricing model
KW  - Finance
KW  - Mathematical models
KW  - Lévy processes
N1  - Includes bibliographical references and index
ER  -