Fractional smoothness and applications in finance
Year of publication: |
2011
|
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Authors: | Geiss, Stefan ; Gobet, Emmanuel |
Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 313-331
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Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Hedging | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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