Pricing and hedging for incomplete jump diffusion benchmark models

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

Show simple item record

dc.contributor.author Platen, Eckhard en_US
dc.contributor.editor Yin, G; Zhang, Q en_US
dc.date.accessioned 2009-11-09T05:34:03Z
dc.date.available 2009-11-09T05:34:03Z
dc.date.issued 2004 en_US
dc.identifier 2004000663 en_US
dc.identifier.citation Platen Eckhard 2004, 'Pricing and hedging for incomplete jump diffusion benchmark models', American Mathematical Society, Providence, pp. 287-301. en_US
dc.identifier.issn en_US
dc.identifier.other E1 en_US
dc.identifier.uri http://hdl.handle.net/10453/2309
dc.publisher American Mathematical Society en_US
dc.title Pricing and hedging for incomplete jump diffusion benchmark models en_US
dc.parent Mathematics of Finance: Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation Providence en_US
dc.identifier.startpage 287 en_US
dc.identifier.endpage 301 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.conference.location Snowbird, Utah, USA en_US
dc.for 010205 en_US
dc.personcode 970685 en_US
dc.percentage 100 en_US
dc.classification.name Financial Mathematics en_US
dc.classification.type FOR-08 en_US
dc.custom AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance en_US
dc.date.activity 20030622 en_US
dc.location.activity Snowbird, Utah, USA en_US
dc.staffid 970685 en_US


Files in this item

This item appears in the following Collection(s)

Show simple item record