Browse by Goldsmiths authors: Bouzianis, G

Up a level
Export as [feed] Atom [feed] RSS
Group by: Item Type | Date | No Grouping
Jump to: 2021 | 2020 | 2019
Number of items: 3.

2021

[img] [img]
Preview
Bouzianis, G; Hughston, L P; Jaimungal, S and Sánchez-Betancourt, L. 2021. Lévy-Ito Models in Finance. Probability Surveys, 18, pp. 132-178. ISSN 1549-5787 [Article]

2020

[img]
Preview
Bouzianis, G and Hughston, L P. 2020. Optimal Hedging in Incomplete Markets. Applied Mathematical Finance, 27(4), pp. 265-287. ISSN 1350-486X [Article]

2019

[img]
Preview
Bouzianis, G and Hughston, L P. 2019. Determination of the Lévy Exponent in Asset Pricing Models. International Journal of Theoretical and Applied Finance, 22(1), 1950008. ISSN 0219-0249 [Article]

This list was generated on Thu Feb 9 05:04:56 2023 GMT.