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Change of expected value under equivalent probability measures and use of surrogate assets
Klimek, Maciej
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2008 (English)
Report (Other academic)
Place, publisher, year, edition, pages
2008. , p. 8
Series
U.U.D.M. report / Uppsala University, Department of Mathematics, ISSN 1101-3591 ; 2008:41
National Category
Mathematics
Research subject
Mathematics
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URN:
urn:nbn:se:uu:diva-142978
OAI: oai:DiVA.org:uu-142978
DiVA, id:
diva2:388817
Available from:
2011-01-18
Created:
2011-01-18
Last updated:
2016-05-12
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Klimek, Maciej
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Analysis and Applied Mathematics
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