Group by: Item Type | Date | No Grouping
Jump to: Article
Number of items: 2.

Article

Tankov, Peter and Voltchkova, Ekaterina (2009) Asymptotic Analysis of Hedging Errors in Models with Jumps. Stochastic Processes and their Applications, vol. 119 (n° 6). pp. 2004-2027.

Tankov, Peter and Voltchkova, Ekaterina (2009) Jump-diffusion models: a practitioner's guide. Banque et Marchés, vol. 99 (n° 1). p. 24.

This list was generated on Thu Jun 13 00:47:28 2024 CEST.