Dependence properties and comparison results for Lévy processes
Nicole Bäuerle; Anja Blatter; Alfred Müller
| Year of publication: |
2008
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|---|---|
| Authors: | Bäuerle, Nicole ; Blatter, Anja ; Müller, Alfred |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 67.2008, 1, p. 161-186
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| Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003643618