On the distribution of cash flows using Esscher transforms
D. Vyncke ...
| Year of publication: |
2003
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|---|---|
| Authors: | Vyncke, David ; Goovaerts, Marc J. ; De Schepper, Ann ; Kaas, R. ; Dhaene, Jan |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 70.2003, 3, p. 563-575
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| Subject: | Optionspreistheorie | Option pricing theory | Cash Flow | Cash flow | 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://ebvufind01.dmz1.zbw.eu/10001787185