A diffusion approximation to the Markov chains model of the financial market and the expected riskless profit under selling of call and put options
Alexander V. Nagaev; Sergei A. Nagaev; Robert M. Kunst
| Year of publication: |
2005
|
|---|---|
| Authors: | Nagaev, Alexander V. ; Nagaev, Sergei A. ; Kunst, Robert M. |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Markov-Kette | Markov chain | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Hedging | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
Erscheint auch als (Online-Ausgabe):
Nagaev, Alexander V. *1937-*. A diffusion approximation to the Markov chains model of the financial market and the expected riskless profit under selling of call and put options /. - Wien : IHS, 2005. - Online-Ressource (19 S.)
Persistent link: https://www.econbiz.de/10002569891