Hybrid Lévy models : design and computational aspects
Ernst Eberlein and Marcus Rudmann
| Year of publication: |
2018
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|---|---|
| Authors: | Eberlein, Ernst ; Rudmann, Marcus |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 25.2018, 5/6, p. 533-556
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| Subject: | equity derivatives | hybrid derivatives | Hybrid models | interest rate derivatives | time-inhomogeneous Lévy processes | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Zinsderivat | Interest rate derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2018.1536523 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012129180