Availability: Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations

Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations:

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Bibliographic Details
Main Author:	Hepperger, Peter Thomas (Author)
Format:	Thesis/Dissertation Book
Language:	English
Published:	2011
Subjects:	Hedging Optionspreistheorie Numerisches Verfahren Integrodifferentialgleichung POD-Methode Hochschulschrift
Links:	http://mediatum.ub.tum.de/node?id=1006896 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20110520-1006896-1-4
Physical Description:	114 S. graph. Darst.

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Record in the Search Index

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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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