A Stochastic Processes Toolkit for Risk Management. Mean reverting processes and jumps.

D Brigo, A Dalessandro, M Neugebauer, F Triki

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Journal of Risk Management in Financial Institutions
Volume	3
Publication status	Published - 2009

Cite this

@article{8da9bd8ea5f84073a6ba6abafadfa03a,

title = "A Stochastic Processes Toolkit for Risk Management. Mean reverting processes and jumps.",

author = "D Brigo and A Dalessandro and M Neugebauer and F Triki",

year = "2009",

language = "English",

volume = "3",

journal = "Journal of Risk Management in Financial Institutions ",

publisher = "Henry Stewart Publications",

}