A filtered no arbitrage model for term structures from noisy data:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
WIAS
2002
|
| Schriftenreihe: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
759 |
| Beschreibung: | Literaturverz. S. 19 - 22 |
| Beschreibung: | 22 S. 30 cm |
Internformat
MARC
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| 100 | 1 | |a Gombani, Andrea |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A filtered no arbitrage model for term structures from noisy data |c Andrea Gombani ; Stefan R. Jaschke ; Wolfgang J. Runggaldier. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
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| 490 | 1 | |a Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |v 759 | |
| 500 | |a Literaturverz. S. 19 - 22 | ||
| 700 | 1 | |a Jaschke, Stefan |e Verfasser |4 aut | |
| 700 | 1 | |a Runggaldier, Wolfgang J. |e Verfasser |4 aut | |
| 810 | 2 | |a Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |t Preprint |v 759 |w (DE-604)BV009885922 |9 759 | |
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Datensatz im Suchindex
| _version_ | 1804129793906573312 |
|---|---|
| any_adam_object | |
| author | Gombani, Andrea Jaschke, Stefan Runggaldier, Wolfgang J. |
| author_facet | Gombani, Andrea Jaschke, Stefan Runggaldier, Wolfgang J. |
| author_role | aut aut aut |
| author_sort | Gombani, Andrea |
| author_variant | a g ag s j sj w j r wj wjr |
| building | Verbundindex |
| bvnumber | BV016463957 |
| classification_rvk | SI 304 |
| ctrlnum | (OCoLC)51699613 (DE-599)BVBBV016463957 |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV016463957 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T19:10:47Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010178551 |
| oclc_num | 51699613 |
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| physical | 22 S. 30 cm |
| publishDate | 2002 |
| publishDateSearch | 2002 |
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| publisher | WIAS |
| record_format | marc |
| series2 | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| spelling | Gombani, Andrea Verfasser aut A filtered no arbitrage model for term structures from noisy data Andrea Gombani ; Stefan R. Jaschke ; Wolfgang J. Runggaldier. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Berlin WIAS 2002 22 S. 30 cm txt rdacontent n rdamedia nc rdacarrier Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. 759 Literaturverz. S. 19 - 22 Jaschke, Stefan Verfasser aut Runggaldier, Wolfgang J. Verfasser aut Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Preprint 759 (DE-604)BV009885922 759 |
| spellingShingle | Gombani, Andrea Jaschke, Stefan Runggaldier, Wolfgang J. A filtered no arbitrage model for term structures from noisy data |
| title | A filtered no arbitrage model for term structures from noisy data |
| title_auth | A filtered no arbitrage model for term structures from noisy data |
| title_exact_search | A filtered no arbitrage model for term structures from noisy data |
| title_full | A filtered no arbitrage model for term structures from noisy data Andrea Gombani ; Stefan R. Jaschke ; Wolfgang J. Runggaldier. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_fullStr | A filtered no arbitrage model for term structures from noisy data Andrea Gombani ; Stefan R. Jaschke ; Wolfgang J. Runggaldier. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_full_unstemmed | A filtered no arbitrage model for term structures from noisy data Andrea Gombani ; Stefan R. Jaschke ; Wolfgang J. Runggaldier. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_short | A filtered no arbitrage model for term structures from noisy data |
| title_sort | a filtered no arbitrage model for term structures from noisy data |
| volume_link | (DE-604)BV009885922 |
| work_keys_str_mv | AT gombaniandrea afilterednoarbitragemodelfortermstructuresfromnoisydata AT jaschkestefan afilterednoarbitragemodelfortermstructuresfromnoisydata AT runggaldierwolfgangj afilterednoarbitragemodelfortermstructuresfromnoisydata |