User: Guest  Login
More Searchfields
Simple search
Title:

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

Document type:
Konferenzbeitrag
Author(s):
Benth, F. E.; Di Nunno, G.; Khedher, A.; Schmeck, M. D.
Non-TUM Co-author(s):
ja
Cooperation:
international
Pages contribution:
37-44
Intellectual Contribution:
Discipline-based Research
Editor:
Vanmaele, M., Deelstra, G., De Schepper, A.; Dhaene, J.; Schoutens, W.; Vanduffel, S.; Vyncke, D.
Book / Congress title:
Handelingen Contactforum "Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance"
Congress (additional information):
Brussels, Belgium
Year:
2012
Month:
Feb
Key publication:
Nein
Peer reviewed:
Ja
International:
Ja
Book review:
Nein
Commissioned:
not commissioned
Professional Journal:
Nein
 BibTeX
versions