Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin
2000
|
| Schriftenreihe: | Discussion paper
2000,34 |
| Umfang: | 12 S. |
Internformat
MARC
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| 245 | 1 | 0 | |a Quantile hedging for a jump diffusion financial market model |c R. N. Krutchenko ; A. V. Melnikov. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
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Datensatz im Suchindex
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| author | Krutčenko, R. N. Mel'nikov, Aleksandr V. |
| author_facet | Krutčenko, R. N. Mel'nikov, Aleksandr V. |
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| bvnumber | BV026363630 |
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV026363630 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T15:03:11Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021943944 |
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| physical | 12 S. |
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| series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Krutčenko, R. N. Verfasser aut Quantile hedging for a jump diffusion financial market model R. N. Krutchenko ; A. V. Melnikov. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse Berlin 2000 12 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 2000,34 Mel'nikov, Aleksandr V. Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 2000,34 (DE-604)BV012925295 2000,34 |
| spellingShingle | Krutčenko, R. N. Mel'nikov, Aleksandr V. Quantile hedging for a jump diffusion financial market model |
| title | Quantile hedging for a jump diffusion financial market model |
| title_auth | Quantile hedging for a jump diffusion financial market model |
| title_exact_search | Quantile hedging for a jump diffusion financial market model |
| title_full | Quantile hedging for a jump diffusion financial market model R. N. Krutchenko ; A. V. Melnikov. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_fullStr | Quantile hedging for a jump diffusion financial market model R. N. Krutchenko ; A. V. Melnikov. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_full_unstemmed | Quantile hedging for a jump diffusion financial market model R. N. Krutchenko ; A. V. Melnikov. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_short | Quantile hedging for a jump diffusion financial market model |
| title_sort | quantile hedging for a jump diffusion financial market model |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT krutcenkorn quantilehedgingforajumpdiffusionfinancialmarketmodel AT melnikovaleksandrv quantilehedgingforajumpdiffusionfinancialmarketmodel |