The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series:
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Bonn
SFB 611
2005
|
Schriftenreihe: | Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen
239 |
Beschreibung: | 20 S. |
Internformat
MARC
LEADER | 00000nam a2200000 cb4500 | ||
---|---|---|---|
001 | BV021535892 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | t | ||
008 | 060331s2005 |||| 00||| eng d | ||
035 | |a (OCoLC)179828460 | ||
035 | |a (DE-599)BVBBV021535892 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-19 |a DE-355 |a DE-706 | ||
082 | 0 | |a 519.23 |2 22/ger | |
100 | 1 | |a Albeverio, Sergio |d 1939- |e Verfasser |0 (DE-588)121093999 |4 aut | |
245 | 1 | 0 | |a The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series |c Sergio Albeverio, Eva Lütkebohmert |
264 | 1 | |a Bonn |b SFB 611 |c 2005 | |
300 | |a 20 S. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen |v 239 | |
700 | 1 | |a Lütkebohmert, Eva |e Verfasser |4 aut | |
830 | 0 | |a Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen |v 239 |w (DE-604)BV014653850 |9 239 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-014752171 |
Datensatz im Suchindex
_version_ | 1804135284808351744 |
---|---|
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Albeverio, Sergio 1939- Lütkebohmert, Eva |
author_GND | (DE-588)121093999 |
author_facet | Albeverio, Sergio 1939- Lütkebohmert, Eva |
author_role | aut aut |
author_sort | Albeverio, Sergio 1939- |
author_variant | s a sa e l el |
building | Verbundindex |
bvnumber | BV021535892 |
ctrlnum | (OCoLC)179828460 (DE-599)BVBBV021535892 |
dewey-full | 519.23 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.23 |
dewey-search | 519.23 |
dewey-sort | 3519.23 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
discipline_str_mv | Mathematik |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01120nam a2200289 cb4500</leader><controlfield tag="001">BV021535892</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">060331s2005 |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)179828460</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021535892</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-706</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.23</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Albeverio, Sergio</subfield><subfield code="d">1939-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)121093999</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series</subfield><subfield code="c">Sergio Albeverio, Eva Lütkebohmert</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Bonn</subfield><subfield code="b">SFB 611</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">20 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen</subfield><subfield code="v">239</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Lütkebohmert, Eva</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen</subfield><subfield code="v">239</subfield><subfield code="w">(DE-604)BV014653850</subfield><subfield code="9">239</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014752171</subfield></datafield></record></collection> |
id | DE-604.BV021535892 |
illustrated | Not Illustrated |
index_date | 2024-07-02T14:26:45Z |
indexdate | 2024-07-09T20:38:04Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014752171 |
oclc_num | 179828460 |
open_access_boolean | |
owner | DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-706 |
owner_facet | DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-706 |
physical | 20 S. |
publishDate | 2005 |
publishDateSearch | 2005 |
publishDateSort | 2005 |
publisher | SFB 611 |
record_format | marc |
series | Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen |
series2 | Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen |
spelling | Albeverio, Sergio 1939- Verfasser (DE-588)121093999 aut The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series Sergio Albeverio, Eva Lütkebohmert Bonn SFB 611 2005 20 S. txt rdacontent n rdamedia nc rdacarrier Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen 239 Lütkebohmert, Eva Verfasser aut Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen 239 (DE-604)BV014653850 239 |
spellingShingle | Albeverio, Sergio 1939- Lütkebohmert, Eva The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen |
title | The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series |
title_auth | The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series |
title_exact_search | The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series |
title_exact_search_txtP | The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series |
title_full | The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series Sergio Albeverio, Eva Lütkebohmert |
title_fullStr | The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series Sergio Albeverio, Eva Lütkebohmert |
title_full_unstemmed | The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series Sergio Albeverio, Eva Lütkebohmert |
title_short | The price of a European call option in a Black-Scholes-Merton model is given by an explicit summable asymptotic series |
title_sort | the price of a european call option in a black scholes merton model is given by an explicit summable asymptotic series |
volume_link | (DE-604)BV014653850 |
work_keys_str_mv | AT albeveriosergio thepriceofaeuropeancalloptioninablackscholesmertonmodelisgivenbyanexplicitsummableasymptoticseries AT lutkebohmerteva thepriceofaeuropeancalloptioninablackscholesmertonmodelisgivenbyanexplicitsummableasymptoticseries |