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	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference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
	Focus Areas :	Finance
	To cite this reference:	http://hdl.handle.net/10993/28233

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 :	15-Jul-2016
Reviewed work :	Book of Abstracts of the 9th World Congress of the Bachelier Finance Society
Peer reviewed :	Yes
On invitation :	No
Audience :	International
Event name :	9th World Congress of the Bachelier Finance Society
Event date :	July 15-19, 2016
Event organizer :	Bachelier Finance Society
Event place (city) :	New York
Event country :	USA
Target :	Researchers ; Professionals
Permalink :	http://hdl.handle.net/10993/28233
FnR project :	FnR ; FNR5748825 > Xuecan Cui > > Asset Pricing Models with underlying Levy Processes > 15/10/2013 > 14/10/2016 > 2013

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	File	Commentary	Version	Size	Access
Open access	2016_3 New York Cui.pdf		Author postprint	1.1 MB	View/Open

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