Algorithmic optimization and its application in finance
Year of publication: |
2021
|
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Authors: | Avdiu, Kujtim |
Other Persons: | Mittnik, Stefan (degree supervisor) |
Publisher: |
München : Universitätsbibliothek der Ludwig-Maximilians-Universität |
Subject: | Market Liquidity | Heston model | Geometric Brownian motion | Calibration | Optimization techniques | Compound Poisson process | Inverse transformation sampling | Pricing | Structured products | ETF tracking | Fuel price | Fuel consumption | Inflation | American call option | Binomial option pricing | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
Extent: | 1 Online-Ressource (circa 138 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Ludwig-Maximilians-Universität, 2021 |
Other identifiers: | 10.5282/edoc.28299 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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