Title |
Ein Verfahren zur Replikation von Optionen unter Transaktionskosten in stetiger Zeit / Klaus Lott |
|---|---|
Involved |
Klaus Lott (Verfasser) |
Published |
1993 |
Extent |
63 S. |
Thesis |
München, Univ. der Bundeswehr, Diss., 1993 |
Topic |
Wirtschaft |
Subject |
Optionspreistheorie, Black-Scholes-Modell, Semimartingal, Stochastische optimale Kontrolle |
Record ID |
940191644 |
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