A stochastic processes toolkit for risk management : mean reverting processes and jumps
Damiano Brigo; Antonio Dalessandro; Matthias Neugebauer; Fares Triki
| Year of publication: |
2009
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|---|---|
| Authors: | Brigo, Damiano ; Dalessandro, Antonio ; Neugebauer, Matthias ; Triki, Fares |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 3.2009/10, 1, p. 65-83
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009883653