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Arbitrage-free market models for liquid options
| Metadata Label | Value |
|---|---|
| Author(s): | Wissel, Johannes Stefan |
| Publisher: | ETH |
| Citation: | Wissel, Johannes Stefan. Arbitrage-free market models for liquid options. ETH (2008). http://dx.doi.org/10.3929/ethz-a-005559619 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(291.13KB),
Fulltext
(8.25MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Arbitrage-free market models for liquid options |
| Author(s) | Wissel, Johannes Stefan |
| Publication Place | Zürich |
| Publisher | ETH |
| Publication Date | 2008 |
| Notes | Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17538, 2008 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-005559619 |
| Subject(s) |
Operations Research Mathematical Statistics |
| Keyword(s) |
OPTIONS STOCK EXCHANGE OPTION PRICING ARBITRAGE THEORY MODELING OF SPECIFIC ASPECTS OF THE ECONOMY STOCHASTIC MODELS STOCHASTIC SIMULATION PROBABILITY THEORY STOCHASTIC DIFFERENTIAL EQUATIONS |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-30171-01.pdf |
application/pdf | 291.13KB |
| Fulltext |
eth-30171-02.pdf |
application/pdf | 8.25MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=005559619 |
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E-Collection record created: Sat, 19 Apr 2008, 05:46:43 CET