Hochschulschrift
Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations
- Alternative title
-
Preisen und Hedgen in Hochdimensionalen Sprung-Diffusions-Modellen mit Partiellen Differentialgleichungen
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
München, Technische Universität München, Diss., 2011
- Keyword
-
Optionspreistheorie
Hedging
Stochastischer Prozess
Analysis
Numerisches Verfahren
Theorie
Optionspreistheorie
Hedging
Stochastischer Prozess
Analysis
Numerisches Verfahren
- Event
-
Veröffentlichung
- (where)
-
München
- (who)
-
Universitätsbibliothek der TU München
- (when)
-
2011
- Creator
-
Hepperger, Peter Thomas
- Contributor
- URN
-
urn:nbn:de:bvb:91-diss-20110520-1006896-1-4
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:26 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Hepperger, Peter Thomas
- Klüppelberg, Claudia
- Kiesel, Rüdiger
- Benth, Fred Espen
- Universitätsbibliothek der TU München
Time of origin
- 2011
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