Local well-posedness of Musiela's SPDE with Lévy noise
Year of publication: |
2010
|
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Authors: | Marinelli, Carlo |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 20.2010, 3, p. 341-363
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Subject: | Volatilität | Volatility | Kapitalmarkttheorie | Financial economics | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Theorie | Theory |
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