Pricing and hedging for incomplete jump diffusion benchmark models

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dc.contributor.author Platen, E
dc.contributor.editor Yin, G
dc.contributor.editor Zhang, Q
dc.date.accessioned 2009-11-09T05:34:03Z
dc.date.issued 2004-01
dc.identifier.citation Mathematics of Finance: Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, 2004, pp. 287 - 301
dc.identifier.other E1 en_US
dc.identifier.uri http://hdl.handle.net/10453/2309
dc.publisher American Mathematical Society
dc.title Pricing and hedging for incomplete jump diffusion benchmark models
dc.type Conference Proceeding
dc.parent Mathematics of Finance: Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance
dc.journal.number en_US
dc.publocation Providence en_US
dc.publocation Providence
dc.publocation Providence
dc.identifier.startpage 287 en_US
dc.identifier.endpage 301 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.conference AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance
dc.conference AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance
dc.conference AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance
dc.conference.location Snowbird, Utah, USA en_US
dc.for 010205 Financial Mathematics
dc.personcode 970685
dc.percentage 100 en_US
dc.classification.name Financial Mathematics en_US
dc.classification.type FOR-08 en_US
dc.custom AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance en_US
dc.date.activity 20030622 en_US
dc.date.activity 2003-06-22
dc.date.activity 2003-06-22
dc.date.activity 2003-06-22
dc.location.activity Snowbird, Utah, USA en_US
dc.location.activity Snowbird, Utah, USA
dc.location.activity Snowbird, Utah, USA
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Science
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Open Access
utslib.copyright.date 2015-04-15 12:23:47.074767+10
utslib.copyright.date 2015-04-15 12:23:47.074767+10
pubs.consider-herdc true
pubs.consider-herdc true
utslib.collection.history School of Mathematical Sciences (ID: 340)
utslib.collection.history General (ID: 2)
utslib.collection.history General Collection (ID: 346) [2015-05-15T14:12:16+10:00]


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