On optimal selling strategy for assets driven by exponential L ́evy processes,

Roman Ivanov, Katsunori Ano

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)174-185
JournalProceedings of Japanese Association of Financial Econometrics and Engineering
Volume2011
Publication statusPublished - 2011 Oct 14

Cite this

On optimal selling strategy for assets driven by exponential L ́evy processes, / Ivanov, Roman; Ano, Katsunori.

In: Proceedings of Japanese Association of Financial Econometrics and Engineering, Vol. 2011, 14.10.2011, p. 174-185.

Research output: Contribution to journalArticle

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