scientific article; zbMATH DE number 2121872
From MaRDI portal
Publication:4830522
zbMath1091.91045MaRDI QIDQ4830522
Walter Schachermayer, Freddy Delbaen
Publication date: 13 December 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets ⋮ Option pricing and Esscher transform under regime switching ⋮ A comparison of two no-arbitrage conditions ⋮ Option pricing when the regime-switching risk is priced
This page was built for publication:
