Good Deal Bounds for Option Prices under VaR and ES Constraints, MAI and SUBMA Risk Measures
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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Kaiserslautern, Technische Universität Kaiserslautern, Dissertation, 2022
- Klassifikation
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Wirtschaft
- Schlagwort
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Risk
Weights and measures
Prices
- Ereignis
-
Veröffentlichung
- (wo)
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Kaiserslautern
- (wer)
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Technische Universität Kaiserslautern
- (wann)
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2022
- Urheber
- Beteiligte Personen und Organisationen
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Sass, Jörn
- DOI
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10.26204/KLUEDO/6812
- URN
-
urn:nbn:de:hbz:386-kluedo-68125
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:33 MESZ
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Beteiligte
- Laudagé, Christian
- Sass, Jörn
- Technische Universität Kaiserslautern
Entstanden
- 2022
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