Publications in Scientific Journals:
W. Kluge, A. Papapantoleon:
"On the valuation of compositions in Lévy term structure models";
Quantitative Finance,
9
(2009),
8;
951
- 959.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1080/14697680902849346
Related Projects:
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.