Stochastic Taylor expansions for Poisson processes and applications towards risk management

W. Schoutens, M. Studer

Research output: Book/ReportReportAcademic

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

Publication series

NameReport Eurandom
Volume2001005
ISSN (Print)1389-2355

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