Pricing Russian Options with the Compound Poisson Process

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Serval ID
serval:BIB_D775DF4C974D
Type
Inproceedings: an article in a conference proceedings.
Collection
Publications
Institution
UNIL/CHUV
Title
Pricing Russian Options with the Compound Poisson Process
Title of the conference
Transactions of the 25th International Congress of Actuaries
Author(s)
Gerber H.U., Michaud F, Shiu E.S.W.
Publication state
Published
Issued date
1995
Volume
3
Pages
243-263
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_D775DF4C974D
Create date
26/08/2008 18:00
Last modification date
20/08/2019 15:57
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