Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Alternative title: | Modellunsicherheit, verbesserte Fréchet-Hoeffding Schranken und Anwendungen in der Finanzmathematik |
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Year of publication: |
2017
|
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 |
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