A Stochastic Control Approach for Option Market Making
Year of publication: |
2015
|
---|---|
Authors: | El Aoud, Sofiene |
Other Persons: | Abergel, Frederic (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2491446 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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