Monte Carlo methods for pricing and hedging American options:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Weierstrass-Inst. für Angewandte Analysis und Stochastik
2003
|
| Schriftenreihe: | Preprint / Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
850 |
| Online-Zugang: | Volltext |
| Beschreibung: | 19 Bl. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Milʹstejn, Grigorij N. |d 1937- |e Verfasser |0 (DE-588)12144371X |4 aut | |
| 245 | 1 | 0 | |a Monte Carlo methods for pricing and hedging American options |c G. N. Milstein, Oliver Reiß, John Schoenmakers |
| 264 | 1 | |a Berlin |b Weierstrass-Inst. für Angewandte Analysis und Stochastik |c 2003 | |
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| 490 | 1 | |a Preprint / Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |v 850 | |
| 700 | 1 | |a Reiß, Oliver |e Verfasser |4 aut | |
| 700 | 1 | |a Schoenmakers, John |e Verfasser |4 aut | |
| 810 | 2 | |a Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |t Preprint |v 850 |w (DE-604)BV009885922 |9 850 | |
| 856 | 4 | 1 | |u http://www.wias-berlin.de/preprint/850/wias_preprints_850.pdf |x Verlag |z kostenfrei |3 Volltext |
| 912 | |a ebook | ||
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Datensatz im Suchindex
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| author | Milʹstejn, Grigorij N. 1937- Reiß, Oliver Schoenmakers, John |
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| id | DE-604.BV040409941 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:23:26Z |
| institution | BVB |
| language | English |
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| physical | 19 Bl. graph. Darst. |
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| publishDate | 2003 |
| publishDateSearch | 2003 |
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| publisher | Weierstrass-Inst. für Angewandte Analysis und Stochastik |
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| series2 | Preprint / Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| spelling | Milʹstejn, Grigorij N. 1937- Verfasser (DE-588)12144371X aut Monte Carlo methods for pricing and hedging American options G. N. Milstein, Oliver Reiß, John Schoenmakers Berlin Weierstrass-Inst. für Angewandte Analysis und Stochastik 2003 19 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Preprint / Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. 850 Reiß, Oliver Verfasser aut Schoenmakers, John Verfasser aut Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Preprint 850 (DE-604)BV009885922 850 http://www.wias-berlin.de/preprint/850/wias_preprints_850.pdf Verlag kostenfrei Volltext |
| spellingShingle | Milʹstejn, Grigorij N. 1937- Reiß, Oliver Schoenmakers, John Monte Carlo methods for pricing and hedging American options |
| title | Monte Carlo methods for pricing and hedging American options |
| title_auth | Monte Carlo methods for pricing and hedging American options |
| title_exact_search | Monte Carlo methods for pricing and hedging American options |
| title_full | Monte Carlo methods for pricing and hedging American options G. N. Milstein, Oliver Reiß, John Schoenmakers |
| title_fullStr | Monte Carlo methods for pricing and hedging American options G. N. Milstein, Oliver Reiß, John Schoenmakers |
| title_full_unstemmed | Monte Carlo methods for pricing and hedging American options G. N. Milstein, Oliver Reiß, John Schoenmakers |
| title_short | Monte Carlo methods for pricing and hedging American options |
| title_sort | monte carlo methods for pricing and hedging american options |
| url | http://www.wias-berlin.de/preprint/850/wias_preprints_850.pdf |
| volume_link | (DE-604)BV009885922 |
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