Extent: | Online-Ressource (digital) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 133 - 137 Pricing of Derivatives on Mean-Reverting Assets; List of Figures; List of Tables; List of Notations and Symbols; 1 Introduction; 2 Mean Reversion in Commodity Prices; 3 Fundamentals of Derivative Pricing; 4 Stochastic Volatility Models; 5 Integration of Jump Components; 6 Stochastic Equilibrium Level; 7 Deterministic Seasonality Effects; 8 Conclusion; References; |
ISBN: | 978-3-642-02909-7 ; 978-3-642-02908-0 |
Other identifiers: | 10.1007/978-3-642-02909-7 [DOI] |
Classification: | Mikroökonomie ; Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013522771