Retrieval of Black–Scholes and generalized Erlang models by perturbed observations at a fixed time-Reference-Cited by-同舟云学术

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

Published:2008-02 Issue:1 Volume:42 Page:453-458
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Neuenschwander Daniel

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference13 articles.

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4. Jurek, Z.J., 1981. Limit Distributions for Sums of Shrunken Random Variables. In: Dissertationes Math. vol. CLXXXV

5. S-stable laws in insurance and finance and generalization to nilpotent Lie groups;Jurek;Journal of Theoretical Probability,1999

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