Quotation Löcker, Florian. 2010. Mean-variance hedging in a pure-jump Lévy-Itô framework. Quantitative Methods in Finance 2010, Sydney, Australien, 15.12.-18.12..


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Mean-variance hedging in a pure-jump Lévy-Itô framework
Event Quantitative Methods in Finance 2010
Year 2010
Date 15.12.-18.12.
Country Australia
Location Sydney

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People
Löcker, Florian (Former researcher)
Organization
Institute for Statistics and Mathematics IN (Details)
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