Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations
Peter Thomas Hepperger
| Year of publication: |
2011
|
|---|---|
| Authors: | Hepperger, Peter Thomas |
| Subject: | Sprung-Diffusions-Modell | Optionspreistheorie | Option pricing theory | Hedging | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Numerisches Verfahren | Numerical analysis | Theorie | Theory |
freely available
| Extent: | Online-Ressource (114 S., 3,11 MB) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | München, Techn. Univ., Diss., 2011 |
| Notes: | Zsfassung in dt. Sprache. - Übers. des Hauptsacht.: Preisen und Hedgen in hochdimensionalen Sprung-Diffusions-Modellen mit partiellen Differentialgleichungen Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009375794