Holdings: Option pricing under incompleteness and stochastic volatility

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Bibliographic Details
Title:	Option pricing under incompleteness and stochastic volatility
From:	N. Hofmann ; E. Platen ; M. Schweizer
Person:	Hofmann, Norbert Verfasser aut Platen, Eckhard Schweizer, Martin 1949- 1961-
Main Authors:	Hofmann, Norbert (Author), Platen, Eckhard 1949- (Author), Schweizer, Martin 1961- (Author)
Format:	Book
Language:	English
Published:	Berlin Inst. für Angewandte Analysis und Stochastik 1993
Series:	Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 38
Notation:	SI 304
Physical Description:	[40] S. graph. Darst.

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Record in the Search Index

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series	Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint
series2	Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint
spellingShingle	Hofmann, Norbert Platen, Eckhard 1949- Schweizer, Martin 1961- Option pricing under incompleteness and stochastic volatility Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint
title	Option pricing under incompleteness and stochastic volatility
title_auth	Option pricing under incompleteness and stochastic volatility
title_exact_search	Option pricing under incompleteness and stochastic volatility
title_full	Option pricing under incompleteness and stochastic volatility N. Hofmann ; E. Platen ; M. Schweizer
title_fullStr	Option pricing under incompleteness and stochastic volatility N. Hofmann ; E. Platen ; M. Schweizer
title_full_unstemmed	Option pricing under incompleteness and stochastic volatility N. Hofmann ; E. Platen ; M. Schweizer
title_short	Option pricing under incompleteness and stochastic volatility
title_sort	option pricing under incompleteness and stochastic volatility
volume_link	(DE-604)BV007518793
work_keys_str_mv	AT hofmannnorbert optionpricingunderincompletenessandstochasticvolatility AT plateneckhard optionpricingunderincompletenessandstochasticvolatility AT schweizermartin optionpricingunderincompletenessandstochasticvolatility

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Call Number:	00 SI 304-37/53
Copy 1	circulating On Shelf Contents The following works are all found in the book indicated by the call number above. Option pricing under incompleteness and stochastic volatility On bond price dynamics Stability of numerical schemes for stochastic differential equations with multiplicat... A rigorous renormalization group method for interfaces in random media Numerical methods for stochastic differential equations An approach to bond pricing Pricing via anticipative stochastic calculus On the regularization of the ill-posed logarithmic kernel integral equation of the fi... Convergence of particle schemes for the Boltzmann equation Asymptotical mean stability of numerical solutions with multiplicative noise Ladungstransport und Oberflächenpotentialkinetik in ungeordneten dünnen Schichten Super-Brownian motions in higher dimensions with absolutely continuous measure states Self normal numbers Most b-shifts have bad ergodic properties Regularity of solutions for some problems of mathematical physics Wavelet approximation methods for pseudodifferential equations. 2. Matrix compression... Finite element approximation of transport of reactive solutes in porous media. 1. Err...

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