Multivariate continuous time stochastic volatility models driven by a Lévy process:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
2007
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| Schlagworte: | |
| Beschreibung: | München, Techn. Univ., Diss., 2007 |
| Beschreibung: | VI, 249 S. graph. Darst. |
Internformat
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| 300 | |a VI, 249 S. |b graph. Darst. | ||
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Datensatz im Suchindex
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| author_sort | Stelzer, Robert 1980- |
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| 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 Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Illustrated |
| index_date | 2024-07-02T19:17:36Z |
| indexdate | 2024-07-09T21:09:26Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016236488 |
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| physical | VI, 249 S. graph. Darst. |
| publishDate | 2007 |
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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 VI, 249 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Techn. Univ., Diss., 2007 Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 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 |
| spellingShingle | Stelzer, Robert 1980- Multivariate continuous time stochastic volatility models driven by a Lévy process Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Volatilität (DE-588)4268390-7 gnd Multivariate Analyse (DE-588)4040708-1 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4057633-4 (DE-588)4268390-7 (DE-588)4040708-1 (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 | Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Volatilität (DE-588)4268390-7 gnd Multivariate Analyse (DE-588)4040708-1 gnd |
| topic_facet | Finanzmathematik Stochastisches Modell Volatilität Multivariate Analyse Hochschulschrift |
| work_keys_str_mv | AT stelzerrobert multivariatecontinuoustimestochasticvolatilitymodelsdrivenbyalevyprocess |