Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
vorgelegt von MSc Thibaut Lux
| Alternative title: | Modellunsicherheit, verbesserte Fréchet-Hoeffding Schranken und Anwendungen in der Finanzmathematik |
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| Year of publication: |
2017
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| Authors: | Lux, Thibaut |
| Other Persons: | Bank, Peter (degree supervisor) ; Papapantoleon, Antonis (degree supervisor) ; Bernard, Carole (degree supervisor) |
| Publisher: |
Berlin : Technische Universität Berlin |
| Subject: | mathematical finance | model uncertainty | Fréchet-Hoeffding bounds | option pricing | risk measurement | Finanzmathematik | Modellunsicherheit | Fréchet-Hoeffding Schranken | Optionsbewertung | Risikobewertung | Mathematical finance | Optionspreistheorie | Option pricing theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| Extent: | 1 Online-Ressource (circa 128 Seiten) Illustrationen |
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| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Technische Universität Berlin, 2017 |
| Other identifiers: | 10.14279/depositonce-5963 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194488