Verfügbarkeit: Multivariate continuous time stochastic volatility models driven by a Lévy process

Multivariate continuous time stochastic volatility models driven by a Lévy process:

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Bibliographische Detailangaben
1. Verfasser:	Stelzer, Robert 1980- (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	2007
Schlagworte:	Volatilität Multivariate Analyse Finanzmathematik Stochastisches Modell Hochschulschrift
Online-Zugang:	Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20070704-624065-1-3
Beschreibung:	München, Techn. Univ., Diss., 2007
Beschreibung:	1 Online-Ressource

Internformat

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Datensatz im Suchindex

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spelling	Stelzer, Robert 1980- Verfasser (DE-588)133556794 aut Multivariate continuous time stochastic volatility models driven by a Lévy process Robert Josef Stelzer 2007 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier München, Techn. Univ., Diss., 2007 Volatilität (DE-588)4268390-7 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Finanzmathematik (DE-588)4017195-4 s Stochastisches Modell (DE-588)4057633-4 s Multivariate Analyse (DE-588)4040708-1 s Volatilität (DE-588)4268390-7 s DE-604 http://mediatum.ub.tum.de/doc/624065/document.pdf Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20070704-624065-1-3 Resolving-System
spellingShingle	Stelzer, Robert 1980- Multivariate continuous time stochastic volatility models driven by a Lévy process Volatilität (DE-588)4268390-7 gnd Multivariate Analyse (DE-588)4040708-1 gnd Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd
subject_GND	(DE-588)4268390-7 (DE-588)4040708-1 (DE-588)4017195-4 (DE-588)4057633-4 (DE-588)4113937-9
title	Multivariate continuous time stochastic volatility models driven by a Lévy process
title_auth	Multivariate continuous time stochastic volatility models driven by a Lévy process
title_exact_search	Multivariate continuous time stochastic volatility models driven by a Lévy process
title_exact_search_txtP	Multivariate continuous time stochastic volatility models driven by a Lévy process
title_full	Multivariate continuous time stochastic volatility models driven by a Lévy process Robert Josef Stelzer
title_fullStr	Multivariate continuous time stochastic volatility models driven by a Lévy process Robert Josef Stelzer
title_full_unstemmed	Multivariate continuous time stochastic volatility models driven by a Lévy process Robert Josef Stelzer
title_short	Multivariate continuous time stochastic volatility models driven by a Lévy process
title_sort	multivariate continuous time stochastic volatility models driven by a levy process
topic	Volatilität (DE-588)4268390-7 gnd Multivariate Analyse (DE-588)4040708-1 gnd Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd
topic_facet	Volatilität Multivariate Analyse Finanzmathematik Stochastisches Modell Hochschulschrift
url	http://mediatum.ub.tum.de/doc/624065/document.pdf https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20070704-624065-1-3
work_keys_str_mv	AT stelzerrobert multivariatecontinuoustimestochasticvolatilitymodelsdrivenbyalevyprocess

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