Skip to main content


eCommons@Cornell

eCommons@Cornell >
College of Engineering >
Operations Research and Information Engineering >
ORIE Technical Reports >

Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/9030
Title: A Class of Shot Noise Models for Financial Applications
Authors: Samorodnitsky, G.
Keywords: Operations Research
Industrial Engineering
technical report
Issue Date: Jan-1996
Publisher: Cornell University Operations Research and Industrial Engineering
Citation: 1146
Abstract: This paper published in Stochastic Processes and Their Applications, 59 (1995) 217-233
URI: http://hdl.handle.net/1813/9030
Appears in Collections:ORIE Technical Reports

Files in This Item:

File Description SizeFormat
TR001146.pdf287.49 kBAdobe PDFView/Open

Refworks Export

Items in eCommons are protected by copyright, with all rights reserved, unless otherwise indicated.

 

© 2014 Cornell University Library Contact Us