Stochastic Taylor expansions for Poisson processes and applications towards risk management

W. Schoutens, M. Studer

    Research output: Book/ReportReportAcademic

    24 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherEurandom
    Number of pages24
    Publication statusPublished - 2001

    Publication series

    NameReport Eurandom
    Volume2001005
    ISSN (Print)1389-2355

    Cite this

    Schoutens, W., & Studer, M. (2001). Stochastic Taylor expansions for Poisson processes and applications towards risk management. (Report Eurandom; Vol. 2001005). Eurandom.