On option pricing in models driven by iterated integrals of Brownian motion

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Serval ID
serval:BIB_16747
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
On option pricing in models driven by iterated integrals of Brownian motion
Journal
Mitt. SAV
Author(s)
Neuenschwander D.
Publication state
Published
Issued date
2000
Volume
1
Pages
35-39
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_16747
Create date
19/11/2007 9:38
Last modification date
20/08/2019 12:46
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