- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Dortmund, Technische Universität, Dissertation, 2019
- Classification
-
Wirtschaft
- Keyword
-
Risk
Kreditmarkt
Risikomanagement
- Event
-
Veröffentlichung
- (where)
-
Dortmund
- (who)
-
Universitätsbibliothek Dortmund
- (when)
-
2019
- Creator
- Contributor
-
Posch, Peter N.
Jung, Philip
- Handle
-
2003/38384
- URN
-
urn:nbn:de:101:1-2019112202431221337545
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:44 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Müller, Janis
- Posch, Peter N.
- Jung, Philip
- Universitätsbibliothek Dortmund
Time of origin
- 2019
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Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
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Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility
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Estimating stochastic volatility under the assumption of stochastic volatility of volatility
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Parameter Calibration und Simulation von Pfaden für das stochastic-volatility jump diffusion Optionsbewertungsmodell von Bakshi
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