Die stochastische Methode der finiten Elemente und Anwendungen bei der Bewertung von Finanzderivaten
Year of publication: |
1999
|
---|---|
Authors: | Look, Stefan |
Subject: | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory | Kreditmarkt | Derivat <Wertpapier> | Finite-Elemente-Methode | Stochastische partielle Differentialgleichung |
Description of contents: | Table of Contents [gbv.de] |
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Partial differential equations in economics and finance
Basov, Suren, (2007)
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Financial modeling : a backward stochastic differential equations perspective
Crépey, Stéphane, (2013)
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Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus, (2008)
- More ...
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The stochastic finite element method and application in option pricing
Look, Stefan, (1998)
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The Stochastic Finite Element Method and Application in Option Pricing
Look, Stefan,
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Die stochastische Methode der finiten Elemente und Anwendungen bei der Bewertung von Finanzderivaten
Look, Stefan, (1999)
- More ...