Option pricing using multivariate Lévy processes

Metadata only

Author

Date

2008

Type

Conference Paper

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

Proceedings in Applied Mathematics and Mechanics

Volume

7(1)

Pages / Article No.

1081201 - 1081202

Publisher

Wiley-VCH

Event

6th International Congress on Industrial Applied Mathematics (ICIAM07) and GAMM Annual Meeting, Zurich, Switzerland, July 16-20, 2007

Organisational unit

03435 - Schwab, Christoph / Schwab, Christoph
03217 - Künsch, Hans Rudolf

Notes

Published Online 6 August 2008.

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yes

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