A Study of a Family of Equivalent Martingale Measures to Price, an Option with an Appication to the Swiss Market.

Details

Serval ID
serval:BIB_1315
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
A Study of a Family of Equivalent Martingale Measures to Price, an Option with an Appication to the Swiss Market.
Journal
Bulletin de l'Association Suisse des Actuaires
Author(s)
Pafumi G
Publication state
Published
Issued date
1997
Volume
97.05
Pages
159-194
Create date
19/11/2007 9:33
Last modification date
20/08/2019 12:41
Usage data