Some applications of Lévy processes in insurance and finance
Year of publication: |
2004
|
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Authors: | Chan, Terence |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 25.2004, Numéro hors séries, p. 71-94
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Subject: | Versicherungsmarkt | Insurance market | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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