Hochschulschrift
Filtering, approximation and portfolio optimization for shot-noise models and the Heston model
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Maße
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30 cm
- Umfang
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154 S.
- Sprache
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Englisch
- Anmerkungen
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graph. Darst.
Kaiserslautern, Techn. Univ., Diss., 2012 (Nicht für den Austausch)
- Schlagwort
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Portfolio-Management
Kapitalmarktrendite
Stochastischer Prozess
Noise Trading
Zustandsraummodell
Theorie
Portfolio Selection
Aktienrendite
Stochastischer Prozess
Noise trading
Ökonometrisches Modell
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
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Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 13:35 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Objekttyp
- Hochschulschrift
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