Details
Title
Existence of Levy Term Structure Model
Author(s)
Filipovic, Damir
Published in
Finance and Stochastics
Volume
12
Pages
83-115
Date
2008
Publisher
Springer Verlag
ISSN
0949-2984
Laboratories
CSF
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > SFI - Swiss Finance Institute at EPFL > CSF - The Swissquote Chair in Quantitative Finance
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2010-04-27