Young Shin Kim

Tempered stable and tempered infinitely divisible GARCH models

Svetlozar T. Rachev, Frank J. Fabozzi, Michele Leonardo Bianchi, 2010 .

Financial market models with Lévy processes and time-varying volatility.

Svetlozar T. Rachev, Frank J. Fabozzi, Michele Leonardo Bianchi, 2008 .