scientific article; zbMATH DE number 6472298

DOI10.6094/UNIFR/10151zbMath1319.91006MaRDI QIDQ5501134

Patrick Bäurer

Publication date: 13 August 2015

Full work available at URL: https://www.freidok.uni-freiburg.de/fedora/objects/freidok:10151/datastreams/FILE1/content

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk

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