A joint application of the put-call-parity and importance sampling to variance reduced option pricing:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Hagen
FernUniversität in Hagen
Mai 13, 2016
|
| Schriftenreihe: | Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft der FernUniversität in Hagen
No. 496 |
| Online-Zugang: | Volltext |
| Beschreibung: | 15 Blätter Diagramme |
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Datensatz im Suchindex
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| indexdate | 2024-07-10T07:34:05Z |
| institution | BVB |
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| series | Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft der FernUniversität in Hagen |
| series2 | Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft der FernUniversität in Hagen |
| spelling | Müller, Armin Verfasser (DE-588)1103528483 aut A joint application of the put-call-parity and importance sampling to variance reduced option pricing Armin Müller Hagen FernUniversität in Hagen Mai 13, 2016 15 Blätter Diagramme txt rdacontent n rdamedia nc rdacarrier Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft der FernUniversität in Hagen No. 496 Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft der FernUniversität in Hagen No. 496 (DE-604)BV004192150 496 https://www.fernuni-hagen.de/imperia/md/images/fakultaetwirtschaftswissenschaft/db-496.pdf Verlag kostenfrei Volltext |
| spellingShingle | Müller, Armin A joint application of the put-call-parity and importance sampling to variance reduced option pricing Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft der FernUniversität in Hagen |
| title | A joint application of the put-call-parity and importance sampling to variance reduced option pricing |
| title_auth | A joint application of the put-call-parity and importance sampling to variance reduced option pricing |
| title_exact_search | A joint application of the put-call-parity and importance sampling to variance reduced option pricing |
| title_full | A joint application of the put-call-parity and importance sampling to variance reduced option pricing Armin Müller |
| title_fullStr | A joint application of the put-call-parity and importance sampling to variance reduced option pricing Armin Müller |
| title_full_unstemmed | A joint application of the put-call-parity and importance sampling to variance reduced option pricing Armin Müller |
| title_short | A joint application of the put-call-parity and importance sampling to variance reduced option pricing |
| title_sort | a joint application of the put call parity and importance sampling to variance reduced option pricing |
| url | https://www.fernuni-hagen.de/imperia/md/images/fakultaetwirtschaftswissenschaft/db-496.pdf |
| volume_link | (DE-604)BV004192150 |
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