Risk minimization in financial markets modeled by Itô-Lévy processes

Bernt Øksendal, Agnès Sulem

Open source

DOI: 10.1007/s13370-014-0248-9
Published: 2014-05-18
Container: Afrika Matematika
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s13370-014-0248-9,
  title = {Risk minimization in financial markets modeled by Itô-Lévy processes},
  author = {Bernt Øksendal and Agnès Sulem},
  year = {2014},
  journal = {Afrika Matematika},
  doi = {10.1007/s13370-014-0248-9},
  url = {https://doi.org/10.1007/s13370-014-0248-9}
}

RIS

TY  - JOUR
TI  - Risk minimization in financial markets modeled by Itô-Lévy processes
AU  - Bernt Øksendal
AU  - Agnès Sulem
PY  - 2014
JO  - Afrika Matematika
DO  - 10.1007/s13370-014-0248-9
UR  - https://doi.org/10.1007/s13370-014-0248-9
ER  -

APA

Øksendal, B., & Sulem, A. (2014). Risk minimization in financial markets modeled by Itô-Lévy processes. Afrika Matematika. https://doi.org/10.1007/s13370-014-0248-9

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crossref · retrieved 2026-09-25T18:06:13.930Z