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
Publication state
Published
Issued date
1997
Volume
97.05
Pages
159-194
OAI-PMH
Create date
19/11/2007 10:33
Last modification date
20/08/2019 13:41