Efficient hedging for a complete jump-diffusion model:
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin
Humboldt-Univ.
2002
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse
2002,27 |
| Umfang: | 16 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Efficient hedging for a complete jump-diffusion model |c Michael Kirch, R. N. Krutchenko, A. V. Melnikov |
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| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse |v 2002,27 | |
| 700 | 1 | |a Krutchenko, R. N. |e Verfasser |4 aut | |
| 700 | 1 | |a Mel'nikov, Aleksandr V. |e Verfasser |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation ökonomischer Prozesse <Berlin> |t Discussion paper |v 2002,27 |w (DE-604)BV012925295 |9 2002,27 | |
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Datensatz im Suchindex
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| author | Kirch, Michael Krutchenko, R. N. Mel'nikov, Aleksandr V. |
| author_facet | Kirch, Michael Krutchenko, R. N. Mel'nikov, Aleksandr V. |
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| illustrated | Illustrated |
| indexdate | 2024-12-20T14:25:10Z |
| institution | BVB |
| language | English |
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| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse |
| spelling | Kirch, Michael Verfasser aut Efficient hedging for a complete jump-diffusion model Michael Kirch, R. N. Krutchenko, A. V. Melnikov Berlin Humboldt-Univ. 2002 16 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2002,27 Krutchenko, R. N. Verfasser aut Mel'nikov, Aleksandr V. Verfasser aut Sonderforschungsbereich Quantifikation und Simulation ökonomischer Prozesse <Berlin> Discussion paper 2002,27 (DE-604)BV012925295 2002,27 |
| spellingShingle | Kirch, Michael Krutchenko, R. N. Mel'nikov, Aleksandr V. Efficient hedging for a complete jump-diffusion model |
| title | Efficient hedging for a complete jump-diffusion model |
| title_auth | Efficient hedging for a complete jump-diffusion model |
| title_exact_search | Efficient hedging for a complete jump-diffusion model |
| title_full | Efficient hedging for a complete jump-diffusion model Michael Kirch, R. N. Krutchenko, A. V. Melnikov |
| title_fullStr | Efficient hedging for a complete jump-diffusion model Michael Kirch, R. N. Krutchenko, A. V. Melnikov |
| title_full_unstemmed | Efficient hedging for a complete jump-diffusion model Michael Kirch, R. N. Krutchenko, A. V. Melnikov |
| title_short | Efficient hedging for a complete jump-diffusion model |
| title_sort | efficient hedging for a complete jump diffusion model |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT kirchmichael efficienthedgingforacompletejumpdiffusionmodel AT krutchenkorn efficienthedgingforacompletejumpdiffusionmodel AT melnikovaleksandrv efficienthedgingforacompletejumpdiffusionmodel |