Pricing of some exotic options with NIG-Levy input

Sebastian Rasmus, S. Asmussen, Magnus Wiktorsson

Research output: Contribution to book/anthology/report/proceeding › Article in proceedings › Research › peer-review

4 Citations (Scopus)

Original language	Danish
Title of host publication	Computational science - ICCS 2004
Editors	Marian Burbak
Number of pages	8
Publisher	Springer
Publication date	2004
Pages	795-802
Publication status	Published - 2004
Event	ICCS 2004 - Kraków, Poland Duration: 6 Jun 2004 → 9 Jun 2004 Conference number: 4

Series	Lecture Notes in Computer Science
Volume	3039

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title = "Pricing of some exotic options with NIG-Levy input",

author = "Sebastian Rasmus and S. Asmussen and Magnus Wiktorsson",

year = "2004",

language = "Dansk",

series = "Lecture Notes in Computer Science",

publisher = "Springer",

pages = "795--802",

editor = "Marian Burbak",

booktitle = "Computational science - ICCS 2004",

address = "Holland",

note = "ICCS 2004 ; Conference date: 06-06-2004 Through 09-06-2004",

}

TY - GEN

T1 - Pricing of some exotic options with NIG-Levy input

AU - Rasmus, Sebastian

AU - Asmussen, S.

AU - Wiktorsson, Magnus

N1 - Conference code: 4

PY - 2004

Y1 - 2004

M3 - Konferencebidrag i proceedings

T3 - Lecture Notes in Computer Science

SP - 795

EP - 802

BT - Computational science - ICCS 2004

A2 - Burbak, Marian

PB - Springer

T2 - ICCS 2004

Y2 - 6 June 2004 through 9 June 2004

ER -