Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
von Sercan Gür
| Year of publication: |
April 2019
|
|---|---|
| Authors: | Gür, Sercan |
| Publisher: |
Wien |
| Subject: | Adaptive control variable | Bayes estimator | boundary crossing probabilities | empirical estimator | exotic option pricing | first hitting time | inverse first passage times | Monte Carlo simulation | Parisian options | Parisian times | perturbation of the boundary | sensitivity analysis | Monte-Carlo-Simulation | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Simulation | Derivat | Derivative | Optionsgeschäft | Option trading |
| Extent: | 1 Online-Ressource (circa 83 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Thesis: | Dissertation, Wirtschaftsuniversität Wien, 2019 |
| Notes: | Enthält 3 Beiträge Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197036