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 proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publicationPrace Naukowe Instytutu Matematyki Politechniki Wrocławskiej.
Place of PublicationWrocław
PublisherOficyna Wydawnictwo Politechniki Wrocławskiej
Publication date2003
ISBN (Print)0137-6268
Publication statusPublished - 2003
MoE publication typeA4 Article in conference proceedings

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