Option pricing using multivariate Lévy processes

Metadata only

Autor(in)

Datum

2008

Typ

Conference Paper

ETH Bibliographie

yes

Altmetrics

Publikationsstatus

published

Externe Links

Zeitschrift / Serie

Proceedings in Applied Mathematics and Mechanics

Band

7(1)

Seiten / Artikelnummer

1081201 - 1081202

Verlag

Wiley-VCH

Konferenz

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

Organisationseinheit

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

Anmerkungen

Published Online 6 August 2008.

Mehr

ETH Bibliographie

yes

Altmetrics

Research Collection