Monografie
Die Edgeworth-Approximation zur Kalibrierung eines Lévy-Hybridmodells unter dem physikalischen Maß
- Sprache
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Deutsch
- Identifier
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1122743602
Thema
Kalibrieren; Approximation; Finanzmathematik; HJM-Modell; Lévy-Prozess; Stochastische Analysis; Black-Scholes-Modell; Numerische Mathematik; Hochschulschrift
Beteiligte Personen und Organisationen
- DOI
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10.6094/UNIFR/11284
- URN
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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26.01.2023, 13:56 MEZ
Objekttyp
- Monografie
Beteiligte
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