Pricing of some exotic options with NIG-Levy input

Sebastian Rasmus, S. Asmussen, Magnus Wiktorsson

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedingsResearchpeer-review

    4 Citations (Scopus)
    Original languageDanish
    Title of host publicationComputational science - ICCS 2004
    EditorsMarian Burbak
    Number of pages8
    PublisherSpringer
    Publication date2004
    Pages795-802
    Publication statusPublished - 2004
    EventICCS 2004 - Kraków, Poland
    Duration: 6 Jun 20049 Jun 2004
    Conference number: 4

    Conference

    ConferenceICCS 2004
    Number4
    Country/TerritoryPoland
    CityKraków
    Period06/06/200409/06/2004
    SeriesLecture Notes in Computer Science
    Volume3039

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