Hochschulschrift
Numerical methods for optimization in finance: optimized hedges for options and optimized options for hedging
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Augsburg, Universität Augsburg, Diss., 2012
- Keyword
-
Finanzmathematik
Monte-Carlo-Simulation
Optionsgeschäft
Black-Scholes-Modell
Numerisches Verfahren
Finanzmathematik
Monte-Carlo-Simulation
Barrier options
Optimale Kontrolle
Black-Scholes-Modell
Numerisches Verfahren
- Event
-
Veröffentlichung
- (where)
-
Augsburg
- (who)
-
Universität Augsburg
- (when)
-
2013
- Creator
- Contributor
-
Hoppe, Ronald H. W.
- URN
-
urn:nbn:de:bvb:384-opus4-20159
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:50 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Lipp, Tobias
- Hoppe, Ronald H. W.
- Universität Augsburg
Time of origin
- 2013
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