Pricing of spread options on a bivariate jump-market and stability to model risk

Dokumenttyp:: Konferenzbeitrag
Autor(en):: Benth, F. E.; Di Nunno, G.; Khedher, A.; Schmeck, M. D.
Nicht-TUM Koautoren:: ja
Kooperation:: international
Titel:: Pricing of spread options on a bivariate jump-market and stability to model risk
Seitenangaben Beitrag:: 37-44
Intellectual Contribution:: Discipline-based Research
Herausgeber:: Vanmaele, M., Deelstra, G., De Schepper, A.; Dhaene, J.; Schoutens, W.; Vanduffel, S.; Vyncke, D.
Kongress- / Buchtitel:: Handelingen Contactforum "Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance"
Kongress / Zusatzinformationen:: Brussels, Belgium
Jahr:: 2012
Monat:: Feb
Key publication:: Nein
Peer reviewed:: Ja
International:: Ja
Book review:: Nein
commissioned:: not commissioned
Professional Journal:: Nein
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