Valuation of American-style derivatives within the stochastic volatility model of Heston
Tilman Sayer
| Year of publication: |
2012
|
|---|---|
| Authors: | Sayer, Tilman |
| Publisher: |
München : Dr. Hut |
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Aktienoption | Stock option | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | II, 124 S graph. Darst. 210 mm x 148 mm, 221 g |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Kaiserslautern, Technische Universität, Diss., 2012 |
| Notes: | Zsfassung in dt. Sprache 201206 |
| ISBN: | 3-8439-0462-6 ; 978-3-8439-0462-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009631356