On Kolmogorov equations for anisotropic multivariate Lévy processes
Year of publication: |
2010
|
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Authors: | Reich, N. ; Schwab, Christoph ; Winter, C. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 4, p. 527-567
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
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