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Convergence of option rewards for Markov type price processes modulated by stochastic indices. II.
Silvestrov, Dmitrii
Mälardalen University, School of Education, Culture and Communication.
(Mathematics/Applied Mathematics)
ORCID iD:
0000-0002-2626-5598
Jönsson, Henrik
Eurandom, Eindhoven University of Technology.
(Mathematics/Applied Mathematics)
Stenberg, Fredrik
Nordea Bank, Stockholm, Sweden .
(Mathematics/Applied Mathematics)
2010 (English)
In:
Theory of probability and mathematical statistics, ISSN 1547-7363, Vol. 80, p. 153-172
Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2010. Vol. 80, p. 153-172
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN:
urn:nbn:se:mdh:diva-23089
DOI:
10.1090/S0094-9000-2010-00802-7
Scopus ID:
2-s2.0-85009727232
OAI: oai:DiVA.org:mdh-23089
DiVA, id:
diva2:669025
Available from:
2013-12-02
Created:
2013-12-02
Last updated:
2017-02-02
Bibliographically approved
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Silvestrov, Dmitrii
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modern-language-association-8th-edition
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modern-language-association-8th-edition
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