Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Steiger, Gallus"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.

Article

Rheinlander, Thorsten and Steiger, Gallus (2010) Utility indifference hedging with exponential additive processes. Asia-Pacific Financial Markets, 17 (2). p. 151. ISSN 1387-2834

Rheinlander, Thorsten and Steiger, Gallus (2006) The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models. Annals of Applied Probability, 16 (3). pp. 1319-1351. ISSN 1050-5164

This list was generated on Thu Oct 3 14:28:01 2024 BST.