Arbitrage-free market models for liquid options
by Johannes Stefan Wissel
| Year of publication: |
2008
|
|---|---|
| Authors: | Wissel, Johannes Stefan |
| Publisher: |
Zürich : ETH |
| Subject: | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
freely available
| Extent: | Online-Ressource, XIII, 168 S. = 8,25 MB, Text graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zürich, Eidgenössische Techn. Hochsch., Diss., 2008 |
| Notes: | Zsfassung in dt. Sprache Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003726013