Time consistency of Lévy models

Quantitative Finance

Volumn 3, Issue 1, 2003, Pages 40-50

  Eberlein, Ernst ^a   Özkan, Fehmi ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346584867     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/1/304     Document Type: Conference Paper

References (15)

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