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- Title:
Extremal behaviour of diffusion models in finance
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Borkovec, M., and Klüppelberg, C.
- Journal title:
- Extremes
- Year:
- 1998
- Journal volume:
- 1
- Journal issue:
- 1
- Pages contribution:
- 47-80
- Reviewed:
- ja
- Language:
- en
- Fulltext / DOI:
- doi:10.1023/A:1009961817149
- WWW:
- Extremes
- Status:
- Preprint / submitted
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX