Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Hochschulschrift/Dissertation Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
2011
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| Schlagwörter: | |
| Links: | http://mediatum.ub.tum.de/node?id=1006896 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20110520-1006896-1-4 |
| Umfang: | 114 S. graph. Darst. |
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| 245 | 1 | 0 | |a Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations |c Peter Thomas Hepperger |
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Datensatz im Suchindex
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| author | Hepperger, Peter Thomas |
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| id | DE-604.BV039137510 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T15:50:54Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024155648 |
| oclc_num | 745509775 |
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| physical | 114 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
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| spellingShingle | Hepperger, Peter Thomas Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations Hedging (DE-588)4123357-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Numerisches Verfahren (DE-588)4128130-5 gnd Integrodifferentialgleichung (DE-588)4161939-0 gnd POD-Methode (DE-588)4843234-9 gnd |
| subject_GND | (DE-588)4123357-8 (DE-588)4135346-8 (DE-588)4128130-5 (DE-588)4161939-0 (DE-588)4843234-9 (DE-588)4113937-9 |
| title | Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations |
| title_auth | Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations |
| title_exact_search | Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations |
| title_full | Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations Peter Thomas Hepperger |
| title_fullStr | Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations Peter Thomas Hepperger |
| title_full_unstemmed | Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations Peter Thomas Hepperger |
| title_short | Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations |
| title_sort | pricing and hedging under high dimensional jump diffusion models using partial differential equations |
| topic | Hedging (DE-588)4123357-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Numerisches Verfahren (DE-588)4128130-5 gnd Integrodifferentialgleichung (DE-588)4161939-0 gnd POD-Methode (DE-588)4843234-9 gnd |
| topic_facet | Hedging Optionspreistheorie Numerisches Verfahren Integrodifferentialgleichung POD-Methode Hochschulschrift |
| url | http://mediatum.ub.tum.de/node?id=1006896 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20110520-1006896-1-4 |
| work_keys_str_mv | AT heppergerpeterthomas pricingandhedgingunderhighdimensionaljumpdiffusionmodelsusingpartialdifferentialequations |
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