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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Stochastic Processes and their Applications
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Risk-Sensitive Investment Management
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Finance and Stochastics
14
International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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Physica A: Statistical Mechanics and its Applications
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Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
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Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
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(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
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(pp. 477-496)
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2016
Persistent link: https://www.econbiz.de/10011800392
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