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- Title:
The robust calibration of a structural-default model with jumps
- Document type:
- Buchbeitrag
- Author(s):
- Biere, A.; Scherer, M.
- Cooperation:
- -
- Pages contribution:
- 945-954
- Book title:
- Proceedings of the 3rd International Conference on Risk Management and Global e-Business
- Volume:
- 2
- Intellectual Contribution:
- Contribution to Practice
- Publisher:
- Inha University, Incheon, Korea
- Year:
- 2009
- Reviewed:
- ja
- Language:
- en
- TUM Institution:
- Lehrstuhl für Finanzmathematik
- Format:
- Text
- Key publication:
- Nein
- Peer reviewed:
- ja
- International:
- Ja
- Book review:
- Nein
- Commissioned:
- not commissioned
- Category:
- textbook
BibTeX
Occurrences:
- mediaTUM GesamtbestandEinrichtungenSchools TUM School of Computation, Information and TechnologyDepartmentsMathematicsLehrstuhl für Finanzmathematik (Prof. Zagst)Book Sections and ProceedingsScherer, M.