Exotic option pricing in Heston's stochastic volatility model
vorgelegt von Susanne A. Griebsch
| Year of publication: |
2008
|
|---|---|
| Authors: | Griebsch, Susanne A. |
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XI, 143 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Thesis |
| Language: | English |
| Thesis: | Frankfurt am Main, School of Finance & Management, Diss, 2008 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003881039