Uncertain volatility models : theory and application
Robert Buff
| Year of publication: |
2002
|
|---|---|
| Authors: | Buff, Robert |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Derivat <Wertpapier> | Optionspreis | Volatilität | Black-Scholes-Modell | C++ |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | XI, 243 S. : Ill., graph. Darst. 1 CD-ROM (12 cm) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 3-540-42657-4 |
| Classification: | Philosophie und Theorie der Volkswirtschaft |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004707373