Short-term risk management using stochastic Taylor expansions under Lévy models
Year of publication: |
2003
|
---|---|
Authors: | Schoutens, Wim ; Studer, Michael |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 1, p. 173-188
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Short-term risk management using stochastic Taylor expansions under Lévy models
Schoutens, Wim, (2003)
-
Rechnungslegung von Standard-Softwareunternehmen
Studer, Michael, (2007)
-
Measuring private equity fund performance : the limited partner perspective
Frei, André, (2006)
- More ...