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University of Freiburg

Time-inhomogeneous Lévy processes in cross-currency market models

dc:creator Koval, Nataliya

Abstract

dc:description.abstract

Anwendung von der zeit-inhomogenen Levy Prozessen <br>für die Bewertung von Cross-Currency Derivaten.

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Koval, Nataliya
Contributors dc:contributor
  • Eberlein, Ernst

Subjects

dc:subject × 6

Identifiers

dc:identifier.*
Repository record source_url
https://freidok.uni-freiburg.de/data/2041
OAI identifier oai:identifier
oai:freidok.uni-freiburg.de:2041

Chain of custody

source
Harvested from
University of Freiburg
Base URL
freidok.uni-freiburg.de/oai/oai2.php
Last updated
2026-07-24
Source record
OAI-PMH GetRecord
related terms
citation

Koval, Nataliya. Time-inhomogeneous Lévy processes in cross-currency market models. https://freidok.uni-freiburg.de/data/2041

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