SFB Symposium Stochastic Volatility and Lévy Processes
Event name
SFB Symposium Stochastic Volatility and Lévy Processes
Event type
Event for scientific audience
Start date
25-09-2000
Location
University of Economics and Business Administratia
Country
Austria
Event format Veranstaltungsformat
On Site
Results 1-1 of 1 (Search time: 0.001 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Hubalek, Friedrich | A review of option pricing in non-Gaussian Ornstein-Uhlenbeck based stochastic volatility models and related questions | Präsentation Presentation | 2000 |