Pricing of derivatives on mean-reverting assets
type: Item
instance of: scholarly article
title: Pricing of derivatives on mean-reverting assets
zbMATH Open document ID: 1177.91004
DOI: 10.1007/978-3-642-02909-7
author: Björn Lutz
published in: Lecture Notes in Economics and Mathematical Systems
publication date: 2009-11-26T00:00:00Z
Mathematics Subject Classification ID: 91-02
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5639432
describes a project that uses: Ziggurat
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/978-3-642-02909-7
OpenAlex ID: W616693435
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description: scientific article; zbMATH DE number 5639432