Location of Schweizer price in the range of European options prices for a diffusion with jumps model of the financial market.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Original language	English
Title of host publication	Prace Naukowe Instytutu Matematyki Politechniki Wrocławskiej.
Volume	25
Place of Publication	Wrocław
Publisher	Oficyna Wydawnictwo Politechniki Wrocławskiej
Publication date	2003
ISBN (Print)	0137-6268
Publication status	Published - 2003
MoE publication type	A4 Article in conference proceedings

OpenUrl availability

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title = "Location of Schweizer price in the range of European options prices for a diffusion with jumps model of the financial market.",

author = "Agnieszka Jach",

note = " Volume: Proceeding volume: 25",

year = "2003",

language = "English",

isbn = "0137-6268",

volume = "25",

booktitle = "Prace Naukowe Instytutu Matematyki Politechniki Wroc{\l}awskiej.",

publisher = "Oficyna Wydawnictwo Politechniki Wroc{\l}awskiej",

address = "Poland",

}

Location of Schweizer price in the range of European options prices for a diffusion with jumps model of the financial market. / Jach, Agnieszka.
Prace Naukowe Instytutu Matematyki Politechniki Wrocławskiej. . Vol. 25 Wrocław: Oficyna Wydawnictwo Politechniki Wrocławskiej, 2003.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

TY - GEN

T1 - Location of Schweizer price in the range of European options prices for a diffusion with jumps model of the financial market.

AU - Jach, Agnieszka

N1 - Volume: Proceeding volume: 25

PY - 2003

Y1 - 2003

M3 - Conference contribution

SN - 0137-6268

VL - 25

BT - Prace Naukowe Instytutu Matematyki Politechniki Wrocławskiej.

PB - Oficyna Wydawnictwo Politechniki Wrocławskiej

CY - Wrocław

ER -