Option pricing using multivariate Lévy processes
dc.contributor.author
Reich, Nils
dc.contributor.author
Winter, Christoph
dc.date.accessioned
2017-06-08T20:30:11Z
dc.date.available
2017-06-08T20:30:11Z
dc.date.issued
2008
dc.identifier.issn
1617-7061
dc.identifier.other
10.1002/pamm.200700389
dc.identifier.uri
http://hdl.handle.net/20.500.11850/12073
dc.language.iso
en
dc.publisher
Wiley-VCH
dc.title
Option pricing using multivariate Lévy processes
dc.type
Conference Paper
ethz.journal.title
Proceedings in Applied Mathematics and Mechanics
ethz.journal.volume
7
ethz.journal.issue
1
ethz.journal.abbreviated
Proc. Appl. Math. Mech.
ethz.pages.start
1081201
ethz.pages.end
1081202
ethz.event
6th International Congress on Industrial Applied Mathematics (ICIAM07) and GAMM Annual Meeting
ethz.event.location
Zurich, Switzerland
ethz.event.date
July 16-20, 2007
ethz.notes
Published Online 6 August 2008.
ethz.publication.place
Weinheim
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.leitzahl
03217 - Künsch, Hans Rudolf
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.leitzahl.certified
03217 - Künsch, Hans Rudolf
ethz.date.deposited
2017-06-08T20:30:33Z
ethz.source
ECIT
ethz.identifier.importid
imp59364c106c0e028406
ethz.ecitpid
pub:23343
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-26T18:50:23Z
ethz.rosetta.lastUpdated
2024-02-01T15:07:45Z
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true
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true
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