Asset Pricing Models with Underlying Time-varying Lévy Processes

Reference : Asset Pricing Models with Underlying Time-varying Lévy Processes


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/21870

Title :	Asset Pricing Models with Underlying Time-varying Lévy Processes
Language :	English
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) >]
Publication date :	9-Jul-2015
Peer reviewed :	Yes
Audience :	International
Event name :	Stochastics & Computational Finance 2015
Event date :	July 6-10, 2015
Event organizer :	University of Lisbon - ISEG & CEMAPRE
Event place (city) :	Lisboa
Event country :	Portugal
Research centres :	University of Luxembourg: High Performance Computing - ULHPC
Permalink :	http://hdl.handle.net/10993/21870

File(s) associated to this reference

Additional material(s):

	File	Commentary	Size	Access
Open access	2015_3 Lisboa.pdf		807.21 kB	View/Open

All documents in ORBi^lu are protected by a user license.