Hochschulschrift
Stochastic control in limit order markets : curve following, portfolio liquidation and derivative valuation
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Berlin, Humboldt Universität zu Berlin, Diss., 2011
- Schlagwort
-
Wertpapierhandel
Kapitalmarkt
Liquidität
Stochastischer Prozess
Kontrolltheorie
Portfolio Selection
Derivat
Termingeschäft
Optionspreistheorie
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
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Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II
- (wann)
-
2011
- Urheber
- Beteiligte Personen und Organisationen
-
Horst, Ulrich
Bank, Peter
Cadenillas, Abel
- URN
-
urn:nbn:de:kobv:11-100195601
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:53 MEZ
Datenpartner
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Objekttyp
- Hochschulschrift
Beteiligte
- Naujokat, Felix
- Horst, Ulrich
- Bank, Peter
- Cadenillas, Abel
- Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II
Entstanden
- 2011
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