Hochschulschrift
Mean variance hedging in the presence of additionally observed market prices
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783832218935
3832218939
- Maße
-
21 cm, 209 gr.
- Umfang
-
III, 131 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Zugl.: Bonn, Univ., Diss., 2003
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Unvollkommener Kapitalmarkt
Optionspreistheorie
Prices
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 13:36 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Thierbach, Frank
- Shaker
Entstanden
- 2003
Ähnliche Objekte (12)
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
Mean variance hedging : a stochastic LQ control approach
On the structure of general mean-variance hedging strategies
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-Variance hedging and optimal investment in Heston's model with correlation
Semistatic and sparse variance‐optimal hedging
Effect of variance swap in hedging volatility risk
Variance-Optimal Hedging for Time-Changed Lévy Processes
Multiperiod hedging using futures: Mean reversion and the optimal hedging path
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
Mean variance hedging : a stochastic LQ control approach
On the structure of general mean-variance hedging strategies
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-Variance hedging and optimal investment in Heston's model with correlation
Semistatic and sparse variance‐optimal hedging
Effect of variance swap in hedging volatility risk
Variance-Optimal Hedging for Time-Changed Lévy Processes
Multiperiod hedging using futures: Mean reversion and the optimal hedging path
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
Mean variance hedging : a stochastic LQ control approach
On the structure of general mean-variance hedging strategies
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-Variance hedging and optimal investment in Heston's model with correlation
Semistatic and sparse variance‐optimal hedging
Effect of variance swap in hedging volatility risk
Variance-Optimal Hedging for Time-Changed Lévy Processes