Asset Pricing Models with Underlying Time-varying Lévy Processes

Cui, Xuecan; Schiltz, Jang

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Asset Pricing Models with Underlying Time-varying Lévy Processes

Cui, Xuecan; Schiltz, Jang

2015 • Stochastics & Computational Finance 2015

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https://hdl.handle.net/10993/21870

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Research center :

ULHPC - University of Luxembourg: High Performance Computing

Disciplines :

Finance

Author, co-author :

Cui, Xuecan ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

Schiltz, Jang ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

External co-authors :

Language :

English

Title :

Asset Pricing Models with Underlying Time-varying Lévy Processes

Publication date :

09 July 2015

Event name :

Stochastics & Computational Finance 2015

Event organizer :

University of Lisbon - ISEG & CEMAPRE

Event place :

Lisboa, Portugal

Event date :

July 6-10, 2015

Audience :

International

Available on ORBilu :

since 03 September 2015

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