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

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
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