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2002-03-06Buch DOI: 10.18452/3475
Efficient hedging for a complete jump-diffusion model
dc.contributor.authorKirch, Michael
dc.contributor.authorKrutchenko, R. N.
dc.contributor.authorMelnikov, A. V.
dc.date.accessioned2017-06-15T21:06:50Z
dc.date.available2017-06-15T21:06:50Z
dc.date.created2005-10-07
dc.date.issued2002-03-06
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4127
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectefficient hedgingeng
dc.subjectquantile hedgingeng
dc.subjectjump-diffusioneng
dc.subjectmartingale measureeng
dc.subject.ddc330 Wirtschaft
dc.titleEfficient hedging for a complete jump-diffusion model
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10048859
dc.identifier.doihttp://dx.doi.org/10.18452/3475
local.edoc.pages16
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2002
dc.identifier.zdb2135319-0
bua.series.nameSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
bua.series.issuenumber2002,27

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