Calibration, filtering and hedging : non-linear information processing in mathematical finance
presented by Lukas Oliver Gonon (MSc ETH Mathematics)
| Year of publication: |
2018
|
|---|---|
| Authors: | Gonon, Lukas |
| Publisher: |
2018: Zürich Zurich |
| Subject: | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
freely available
| Extent: | 1 Online-Ressource (circa 155 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Aufsatzsammlung ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, ETH Zurich, 2018 |
| Notes: | Enthält 3 Beiträge Zusammenfassung in deutscher und englischer Sprache |
| Other identifiers: | 10.3929/ethz-b-000284404 [DOI] hdl:20.500.11850/284404 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249961