Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing
Matthias Fischer
| Year of publication: |
2002 ; 1. Aufl.
|
|---|---|
| Authors: | Fischer, Matthias |
| Published in: |
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie. - Berlin : Pro Business.
|
| Publisher: |
Berlin : Pro Business |
| Subject: | Deutscher Aktienindex | Indexoption | Optionspreistheorie | Black-Scholes-Modell | Stochastischer Prozess |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 235 S. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Erlangen, Nürnberg, Univ., Diss., 2001 |
| ISBN: | 3-934529-02-X |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004751183