Exponential of Lévy processes as a stock price
| Alternative title: | Arbitrage opportunities, completeness and derivatives valuation |
|---|---|
| Year of publication: |
2006-07-25
|
| Authors: | Tisserand, Marc |
| Other Persons: | Föllmer, Hans (contributor) ; Imkeller, Peter (contributor) |
| Publisher: |
Wirtschaftswissenschaftliche Fakultät |
| Subject: | Statistik | Wirtschaft |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009467038