Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
vorgelegt von Stephan Denkl
| Year of publication: |
2013
|
|---|---|
| Authors: | Denkl, Stephan |
| Other Persons: | Kallsen, Jan (degree supervisor) |
| Subject: | approximate pricing | approximate hedging | perturbation | exponential Lévy models | stochastic volatility models | Pertubation | Derivat | Derivative | Bewertung | Evaluation | Hedging | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Kapitalmarkttheorie | Financial economics |
freely available
| Extent: | Online-Ressource (xvi, 175 S.) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Kiel, Univ., Diss., 2013 |
| Notes: | Zsfassung in dt. Sprache Systemvoraussetzung: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010200946