First passage times for risk-tracking proxies
Victor Vaugirard
| Year of publication: |
2005
|
|---|---|
| Authors: | Vaugirard, Victor |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 4, p. 445-462
|
| Subject: | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| 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/10002980661