Valuation of barrier options in a Black-Scholes setup with jump risk:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Bonn
Univ., Sonderforschungsbereich 303
1998
|
| Series: | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
446 |
| Physical Description: | 19 S. |
Staff View
MARC
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| 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 |
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Record in the Search Index
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| building | Verbundindex |
| bvnumber | BV024478112 |
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| 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 |