Dynamic valuations in incomplete markets

Metadata Label Value
Author(s): Klöppel, Susanne
Publisher: ETH
Citation:

Klöppel, Susanne. Dynamic valuations in incomplete markets. ETH (2006). http://dx.doi.org/10.3929/ethz-a-005219761

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (177.89KB) , Fulltext (9.22MB)
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Detailed Information

Metadata Description
Title Dynamic valuations in incomplete markets
Author(s) Klöppel, Susanne
Publication Place Zürich
Publisher ETH
Publication Date 2006
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 16666, 2006
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005219761
Subject(s) Operations Research
Keyword(s) FINANCIAL MARKETS
FINANCIAL FLOWS
INVESTMENT VALUATION
ECONOMICS
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY
STOCHASTIC PROGRAMMING
LÉVY PROCESSES
STOCHASTIC PROCESSES
Description File Name MIME Type Size
Abstract   eth-28858-01.pdf application/pdf 177.89KB
Fulltext   eth-28858-02.pdf application/pdf 9.22MB
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E-Collection record created: Sat, 19 Apr 2008, 04:11:40 CET