Title |
Finite dimensional realizations of interest rate models with jumps and an asymptotic expansion for the Black-Scholes model with generalized volatility / vorgelegt von Eva-Maria Lütkebohmert |
|---|---|
Involved |
Eva Lütkebohmert (Verfasser) |
Published |
2004 |
Extent |
152 S. : graph. Darst. |
Thesis |
Bonn, Univ., Diss., 2004 |
Language |
|
Topic |
|
Subject |
Stochastische Differentialgleichung, Wiener-Prozess, Markierter Punktprozess, Realisierung (Mathematik), Zinsstrukturtheorie, Stochastisches Modell |
Record ID |
973397543 |
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