Robust aspects of hedging and valuation in incomplete markets and related backward SDE theory
von M.Sc. Klébert, Kentia Tonleu
| Year of publication: |
16.03.2016
|
|---|---|
| Authors: | Kentia Tonleu, Klébert |
| Publisher: |
Berlin |
| Subject: | Hedging | Stochastische Volatilität | Stochastic volatility | Statistischer Fehler | Statistical error | Unvollkommener Markt | Incomplete market | Worst-Case-Szenario | Worst-case scenario |
| Extent: | 1 Online-Ressource (ix, 191 Seiten) Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Humboldt-Universität zu Berlin, 2015 |
| Notes: | Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011590047