Asset Pricing Models with Underlying Time-varying Lévy Processes

Cui, Xuecan; Schiltz, Jang

Download

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Asset Pricing Models with Underlying Time-varying Lévy Processes

Cui, Xuecan; Schiltz, Jang

2016 • 9th World Congress of the Bachelier Finance Society

Permalink
https://hdl.handle.net/10993/28233

Files (1)Send to Details Statistics Bibliography Similar publications

Files

Full Text

2016_3 New York Cui.pdf

Author postprint (1.13 MB)

Download

All documents in ORBilu are protected by a user license.

Send to

RIS BibTex APA Chicago Permalink X Linkedin

Details

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 :

15 July 2016

Event name :

9th World Congress of the Bachelier Finance Society

Event organizer :

Bachelier Finance Society

Event place :

New York, United States

Event date :

July 15-19, 2016

Audience :

International

References of the abstract :

Book of Abstracts of the 9th World Congress of the Bachelier Finance Society

Focus Area :

Finance

FnR Project :

FNR5748825 - Asset Pricing Models With Underlying Levy Processes, 2013 (15/10/2013-14/10/2017) - Xuecan Cui

Available on ORBilu :

since 25 August 2016

Statistics

Number of views

71 (3 by Unilu)

Number of downloads

111 (4 by Unilu)

More statistics