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:

01 Apr 2014 03:38

Publisher DOI:

10.1016/j.insmatheco.2007.06.001

Web of Science ID:

000253326600041

URI:

https://boris.unibe.ch/id/eprint/36893 (FactScience: 206359)

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