Parameter Calibration und Simulation von Pfaden für das stochastic-volatility jump diffusion Optionsbewertungsmodell von Bakshi
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Deutsch
- Anmerkungen
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Frankfurt am Main, Johann Wolfgang Goethe-Univ., Diplomarbeit, 2002
- Klassifikation
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Mathematik
- Ereignis
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Veröffentlichung
- (wo)
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Frankfurt am Main
- (wer)
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Univ.-Bibliothek Frankfurt am Main
- (wann)
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2002
- Urheber
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Lasić, Antonio
- Beteiligte Personen und Organisationen
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Kloeden, Peter E.
Wystup, Uwe
- URN
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urn:nbn:de:hebis:30-11631
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:54 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Lasić, Antonio
- Kloeden, Peter E.
- Wystup, Uwe
- Univ.-Bibliothek Frankfurt am Main
Entstanden
- 2002
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