Pricing and hedging for incomplete jump diffusion benchmark models

Platen, E

Pricing and hedging for incomplete jump diffusion benchmark models

Platen, E

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Publisher:: American Mathematical Society
Publication Type:: Conference Proceeding
Citation:: Mathematics of Finance: Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, 2004, pp. 287 - 301
Issue Date:: 2004-01

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Field	Value	Language
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.contributor.editor	Yin, G	en_US
dc.contributor.editor	Zhang, Q	en_US
dc.date	2003-06-22	en_US
dc.date.issued	2004-01	en_US
dc.identifier.citation	Mathematics of Finance: Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, 2004, pp. 287 - 301	en_US
dc.identifier.uri	http://hdl.handle.net/10453/2309
dc.publisher	American Mathematical Society	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP0343913
dc.relation.ispartof	Mathematics of Finance: Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance	en_US
dc.relation.ispartof	AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance	en_US
dc.title	Pricing and hedging for incomplete jump diffusion benchmark models	en_US
dc.type	Conference Proceeding
utslib.location	Providence	en_US
utslib.location.activity	Snowbird, Utah, USA	en_US
utslib.for	010205 Financial Mathematics	en_US
dc.location.activity	Snowbird, Utah, USA	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.consider-herdc	true	en_US
pubs.place-of-publication	Providence	en_US
pubs.start-date	2003-06-22	en_US

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