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subject:"Stochastischer Prozess"
subject:"Volatility"
~language:"eng"
~person:"Kainhofer, Reinhold"
~type_genre:"Article in journal"
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Kainhofer, Reinhold
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International journal of theoretical and applied finance
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On the impact of hidden trends for a compound poisson model with pareto-type claims
Grandits, Peter
;
Kainhofer, Reinhold
;
Temnov, Grigory
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10008905099
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