Levy prcesses in finance distinguished by their course and fine path properties

A.E. Kyprianou, R. Loeffen

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic › peer-review

Original language	Undefined/Unknown
Title of host publication	Exotic option pricing and advanced Levy models
Editors	A.E. Kyprianou, W. Schoutens, P. Wilmott
Place of Publication	New York
Publisher	Wiley
ISBN (Print)	0470016841
Publication status	Published - 2005

Keywords

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title = "Levy prcesses in finance distinguished by their course and fine path properties",

keywords = "Wiskunde en Informatica (WIIN), Mathematics, Landbouwwetenschappen, Natuurwetenschappen, Wiskunde: algemeen",

author = "A.E. Kyprianou and R. Loeffen",

year = "2005",

language = "Undefined/Unknown",

isbn = "0470016841",

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TY - CHAP

T1 - Levy prcesses in finance distinguished by their course and fine path properties

AU - Kyprianou, A.E.

AU - Loeffen, R.

PY - 2005

Y1 - 2005

KW - Wiskunde en Informatica (WIIN)

KW - Mathematics

KW - Landbouwwetenschappen

KW - Natuurwetenschappen

KW - Wiskunde: algemeen

M3 - Chapter

SN - 0470016841

BT - Exotic option pricing and advanced Levy models

A2 - Kyprianou, A.E.

A2 - Schoutens, W.

A2 - Wilmott, P.

PB - Wiley

CY - New York

ER -