Filtering, approximation and portfolio optimization for shot-noise models and the heston model
Oleksandra Putyatina. Betreuer: Jörn Sass
| Year of publication: |
2012
|
|---|---|
| Authors: | Putyatina, Oleksandra |
| Other Persons: | Sass, Jörn (degree supervisor) |
| Publisher: |
Kaiserslautern : Technische Universität Kaiserslautern |
| Subject: | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Stochastischer Prozess | Stochastic process | Noise Trading | Noise trading | Zustandsraummodell | State space model | Theorie | Theory |
| Extent: | Online-Ressource graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Kaiserslautern, Technische Universität Kaiserslautern, Diss., 2012 |
| Notes: | Zsfassung in dt. Sprache Systemvoraussetzung: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009728923