Approximation der risikoneutralen Verteilung : Methodenvergleich und Implementierung
Lars Schiefner
| Year of publication: |
2000
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|---|---|
| Authors: | Schiefner, Lars |
| Published in: |
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999. - Berlin : Springer, ISBN 978-3-540-67094-0. - 2000, p. 329-335
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| Subject: | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Theorie | Theory | Risikoneutralität | Risk neutrality | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Notes: | In: Operations research proceedings 1999 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001481292