The little Heston trap

Hansjörg Albrecher, Philipp Arnold Mayer, Wim Schoutens, Jurgen Tistaert

Institute of Discrete Mathematics (5050)

Research output: Contribution to journal › Article

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Finished
FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk
Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.
1/01/06 → 30/09/09
Project: Research project