Subexpotential loss rate asymptotics for Lévy processes
Lars Nørvang Andersen
| Year of publication: |
2011
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|---|---|
| Authors: | Andersen, Lars Nørvang |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 73.2011, 1, p. 91-108
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| Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| 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/10008933597