Retrieval of Black–Scholes and generalized Erlang models by perturbed observations at a fixed time

Neuenschwander, Daniel (2008). Retrieval of Black–Scholes and generalized Erlang models by perturbed observations at a fixed time. Insurance - mathematics & economics, 42(1), pp. 453-458. Amsterdam: North-Holland 10.1016/j.insmatheco.2007.06.001

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Item Type:	Journal Article (Original Article)
Division/Institute:	08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science
UniBE Contributor:	Neuenschwander, Daniel
ISSN:	0167-6687
Publisher:	North-Holland
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 15:22
Last Modified:	05 Dec 2022 14:25
Publisher DOI:	10.1016/j.insmatheco.2007.06.001
Web of Science ID:	000253326600041
URI:	https://boris.unibe.ch/id/eprint/36893 (FactScience: 206359)