Hochschulschrift
Filtering, approximation and portfolio optimization for shot-noise models and the Heston model
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
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30 cm
- Extent
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154 S.
- Language
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Englisch
- Notes
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graph. Darst.
Kaiserslautern, Techn. Univ., Diss., 2012 (Nicht für den Austausch)
- Keyword
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Portfolio-Management
Kapitalmarktrendite
Stochastischer Prozess
Noise Trading
Zustandsraummodell
Theorie
Portfolio Selection
Aktienrendite
Stochastischer Prozess
Noise trading
Ökonometrisches Modell
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
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11.06.2025, 1:35 PM CEST
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Object type
- Hochschulschrift
Associated
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