Efficient pricing algorithms for exotic derivatives

door Roger Lord

Alternative title:	Efficie͏̈nte waarderingsalgoritmen voor exotische derivaten
Year of publication:	2008
Authors:	Lord, Roger
Publisher:	[Amsterdam] : Thela Thesis
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Derivat \| Derivative \| Stochastischer Prozess \| Stochastic process \| Algorithmus \| Algorithm \| Theorie \| Theory \| Stochastische Volatilität \| Stochastic volatility
Description of contents:	Table of Contents [gbv.de]

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003775897

A service of the