Short-term risk management using stochastic Taylor expansions under Lévy models
type: Item
instance of: scholarly article
title: Short-term risk management using stochastic Taylor expansions under Lévy models
zbMATH Open document ID: 1028.60084
DOI: 10.1016/S0167-6687(03)00152-5
author: Wim Schoutens
author: Michael Studer
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2004042
zbMATH Keywords: Poisson processes
zbMATH Keywords: Stochastic Taylor expansions
zbMATH Keywords: Risk management
zbMATH Keywords: Lévy processes
zbMATH Keywords: Stochastic calculus
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2004042