Monte Carlo evaluation of American options using consumption processes:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
WIAS
2004
|
| Schriftenreihe: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
930 |
| Beschreibung: | 24 S. 30 cm |
Internformat
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| 245 | 1 | 0 | |a Monte Carlo evaluation of American options using consumption processes |c Denis Belomestny ; Grigori N. Milstein |
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Datensatz im Suchindex
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| author | Belomestny, Denis Milʹstejn, Grigorij N. 1937- |
| author_GND | (DE-588)12144371X |
| author_facet | Belomestny, Denis Milʹstejn, Grigorij N. 1937- |
| author_role | aut aut |
| author_sort | Belomestny, Denis |
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| building | Verbundindex |
| bvnumber | BV022873887 |
| classification_rvk | SI 304 |
| ctrlnum | (OCoLC)254117366 (DE-599)BVBBV022873887 |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| format | Book |
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| id | DE-604.BV022873887 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T18:48:23Z |
| indexdate | 2024-07-09T21:07:28Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016078953 |
| oclc_num | 254117366 |
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| physical | 24 S. 30 cm |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | WIAS |
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| series2 | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| spelling | Belomestny, Denis Verfasser aut Monte Carlo evaluation of American options using consumption processes Denis Belomestny ; Grigori N. Milstein Berlin WIAS 2004 24 S. 30 cm txt rdacontent n rdamedia nc rdacarrier Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. 930 Milʹstejn, Grigorij N. 1937- Verfasser (DE-588)12144371X aut Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Preprint 930 (DE-604)BV009885922 930 |
| spellingShingle | Belomestny, Denis Milʹstejn, Grigorij N. 1937- Monte Carlo evaluation of American options using consumption processes |
| title | Monte Carlo evaluation of American options using consumption processes |
| title_auth | Monte Carlo evaluation of American options using consumption processes |
| title_exact_search | Monte Carlo evaluation of American options using consumption processes |
| title_exact_search_txtP | Monte Carlo evaluation of American options using consumption processes |
| title_full | Monte Carlo evaluation of American options using consumption processes Denis Belomestny ; Grigori N. Milstein |
| title_fullStr | Monte Carlo evaluation of American options using consumption processes Denis Belomestny ; Grigori N. Milstein |
| title_full_unstemmed | Monte Carlo evaluation of American options using consumption processes Denis Belomestny ; Grigori N. Milstein |
| title_short | Monte Carlo evaluation of American options using consumption processes |
| title_sort | monte carlo evaluation of american options using consumption processes |
| volume_link | (DE-604)BV009885922 |
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