Asian option pricing in a Lévy Black-Scholes setting:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Bonn
SFB 611
2005
|
| Schriftenreihe: | Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen
240 |
| Schlagworte: | |
| Beschreibung: | 21 S. |
Internformat
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Datensatz im Suchindex
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| id | DE-604.BV021535901 |
| 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:BVB01-014752179 |
| oclc_num | 635332756 |
| 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 | 21 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 Asian option pricing in a Lévy Black-Scholes setting Sergio Albeverio, Eva Lütkebohmert Bonn SFB 611 2005 21 S. txt rdacontent n rdamedia nc rdacarrier Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen 240 Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 s Lévy-Prozess (DE-588)4463623-4 s Black-Scholes-Modell (DE-588)4206283-4 s DE-604 Lütkebohmert, Eva Verfasser aut Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen 240 (DE-604)BV014653850 240 |
| spellingShingle | Albeverio, Sergio 1939- Lütkebohmert, Eva Asian option pricing in a Lévy Black-Scholes setting Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen Optionspreistheorie (DE-588)4135346-8 gnd Lévy-Prozess (DE-588)4463623-4 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4463623-4 (DE-588)4206283-4 |
| title | Asian option pricing in a Lévy Black-Scholes setting |
| title_auth | Asian option pricing in a Lévy Black-Scholes setting |
| title_exact_search | Asian option pricing in a Lévy Black-Scholes setting |
| title_exact_search_txtP | Asian option pricing in a Lévy Black-Scholes setting |
| title_full | Asian option pricing in a Lévy Black-Scholes setting Sergio Albeverio, Eva Lütkebohmert |
| title_fullStr | Asian option pricing in a Lévy Black-Scholes setting Sergio Albeverio, Eva Lütkebohmert |
| title_full_unstemmed | Asian option pricing in a Lévy Black-Scholes setting Sergio Albeverio, Eva Lütkebohmert |
| title_short | Asian option pricing in a Lévy Black-Scholes setting |
| title_sort | asian option pricing in a levy black scholes setting |
| topic | Optionspreistheorie (DE-588)4135346-8 gnd Lévy-Prozess (DE-588)4463623-4 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd |
| topic_facet | Optionspreistheorie Lévy-Prozess Black-Scholes-Modell |
| volume_link | (DE-604)BV014653850 |
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