Valuation of barrier options in a Black-Scholes setup with jump risk:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Bonn
Univ., Sonderforschungsbereich 303
1998
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
446 |
| Umfang: | 19 S. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV024478112 | ||
| 003 | DE-604 | ||
| 005 | 20090910 | ||
| 007 | t| | ||
| 008 | 990317s1998 xx |||| 00||| eng d | ||
| 035 | |a (OCoLC)916340833 | ||
| 035 | |a (DE-599)BVBBV024478112 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-83 | ||
| 100 | 1 | |a Leisen, Dietmar |d 1970- |e Verfasser |0 (DE-588)120713942 |4 aut | |
| 245 | 1 | 0 | |a Valuation of barrier options in a Black-Scholes setup with jump risk |c by Dietmar Leisen |
| 264 | 1 | |a Bonn |b Univ., Sonderforschungsbereich 303 |c 1998 | |
| 300 | |a 19 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |v 446 | |
| 810 | 2 | |a Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten |p Projektbereich Variable und Informationsabhängige Strukturen |t Discussion paper |v 446 |w (DE-604)BV004849776 |9 446 | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-018453838 | |
Datensatz im Suchindex
| _version_ | 1818967911496155136 |
|---|---|
| any_adam_object | |
| author | Leisen, Dietmar 1970- |
| author_GND | (DE-588)120713942 |
| author_facet | Leisen, Dietmar 1970- |
| author_role | aut |
| author_sort | Leisen, Dietmar 1970- |
| author_variant | d l dl |
| building | Verbundindex |
| bvnumber | BV024478112 |
| ctrlnum | (OCoLC)916340833 (DE-599)BVBBV024478112 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01089nam a2200265 cb4500</leader><controlfield tag="001">BV024478112</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090910 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">990317s1998 xx |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)916340833</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV024478112</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-83</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Leisen, Dietmar</subfield><subfield code="d">1970-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)120713942</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Valuation of barrier options in a Black-Scholes setup with jump risk</subfield><subfield code="c">by Dietmar Leisen</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Bonn</subfield><subfield code="b">Univ., Sonderforschungsbereich 303</subfield><subfield code="c">1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">19 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B</subfield><subfield code="v">446</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten </subfield><subfield code="p">Projektbereich Variable und Informationsabhängige Strukturen</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">446</subfield><subfield code="w">(DE-604)BV004849776</subfield><subfield code="9">446</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018453838</subfield></datafield></record></collection> |
| id | DE-604.BV024478112 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T13:56:19Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018453838 |
| oclc_num | 916340833 |
| open_access_boolean | |
| owner | DE-83 |
| owner_facet | DE-83 |
| physical | 19 S. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Univ., Sonderforschungsbereich 303 |
| record_format | marc |
| series2 | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |
| spelling | Leisen, Dietmar 1970- Verfasser (DE-588)120713942 aut Valuation of barrier options in a Black-Scholes setup with jump risk by Dietmar Leisen Bonn Univ., Sonderforschungsbereich 303 1998 19 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B 446 Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten Projektbereich Variable und Informationsabhängige Strukturen Discussion paper 446 (DE-604)BV004849776 446 |
| spellingShingle | Leisen, Dietmar 1970- Valuation of barrier options in a Black-Scholes setup with jump risk |
| title | Valuation of barrier options in a Black-Scholes setup with jump risk |
| title_auth | Valuation of barrier options in a Black-Scholes setup with jump risk |
| title_exact_search | Valuation of barrier options in a Black-Scholes setup with jump risk |
| title_full | Valuation of barrier options in a Black-Scholes setup with jump risk by Dietmar Leisen |
| title_fullStr | Valuation of barrier options in a Black-Scholes setup with jump risk by Dietmar Leisen |
| title_full_unstemmed | Valuation of barrier options in a Black-Scholes setup with jump risk by Dietmar Leisen |
| title_short | Valuation of barrier options in a Black-Scholes setup with jump risk |
| title_sort | valuation of barrier options in a black scholes setup with jump risk |
| volume_link | (DE-604)BV004849776 |
| work_keys_str_mv | AT leisendietmar valuationofbarrieroptionsinablackscholessetupwithjumprisk |