A Parametric n-Dimensional Markov-Functional Model in the Terminal Measure
Year of publication: |
2011
|
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Authors: | Kaisajuntti, Linus |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Derivat | Derivative | Markov-Kette | Markov chain | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 25, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1894890 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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