Dependence properties and comparison results for Lévy processes
Year of publication: |
2008
|
---|---|
Authors: | Bäuerle, Nicole ; Blatter, Anja ; Müller, Alfred |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 67.2008, 1, p. 161-186
|
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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