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Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting

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Chicago
Daveloose, Catherine, Asma Khedher, and Michèle Vanmaele. 2019. “Representations for Conditional Expectations and Applications to Pricing and Hedging of Financial Products in Lévy and Jump-diffusion Setting .” Stochastic Analysis and Applications.
APA
Daveloose, C., Khedher, A., & Vanmaele, M. (2019). Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting . Stochastic Analysis and Applications.
Vancouver
1.
Daveloose C, Khedher A, Vanmaele M. Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting . Stochastic Analysis and Applications. Taylor & Francis Group, LLC; 2019;
MLA
Daveloose, Catherine, Asma Khedher, and Michèle Vanmaele. “Representations for Conditional Expectations and Applications to Pricing and Hedging of Financial Products in Lévy and Jump-diffusion Setting .” Stochastic Analysis and Applications (2019): n. pag. Print.
@article{8608405,
  author       = {Daveloose, Catherine and Khedher, Asma and Vanmaele, Mich{\`e}le},
  journal      = {Stochastic Analysis and Applications},
  publisher    = {Taylor \& Francis Group, LLC},
  title        = {Representations for conditional expectations and applications to pricing and hedging of financial products in L{\'e}vy and jump-diffusion setting },
  url          = {http://dx.doi.org/10.1080/07362994.2018.1561306},
  year         = {2019},
}

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