NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

Search results

Showing 1 to 10 of 10 (0.033 seconds)

Spelling suggestions: "subject:"Lédenprozess"" "subject:"Lémessprozess""

1

Statistical analysis for discretely observed Lévy processes

Woerner, Jeannette H. C. January 2001 (has links) (PDF)
Freiburg (Breisgau), University, Diss., 2001.
Lévy-Prozess
2

Empirischer Vergleich von Optionspreismodellen auf Basis zeitdeformierter Lévy-Prozesse Kalibrierung, Hedging, Modellrisiko

Dahlbokum, Achim January 2007 (has links)
Zugl.: Köln, Univ., Diss., 2007
Optionspreis Preismodell Lévy-Prozess
3

Lévy processes in finance theory, numerics, and empirical facts /

Raible, Sebastian. Unknown Date (has links) (PDF)
University, Diss., 2000--Freiburg (Breisgau).
4

Lévy processes in finance the change of measure and non-linear dependence /

Wannenwetsch, Jens. Unknown Date (has links) (PDF)
University, Diss., 2005--Bonn.
Optionspreistheorie. Lévy-Prozess.
5

The generalized hyperbolic model: estimation, financial derivatives, and risk measures

Prause, Karsten. Unknown Date (has links) (PDF)
University, Diss., 1999--Freiburg (Breisgau).
6

Integrated risk management when the stock price follows an exponential Lévy process

Kostadinova, Radostina Ilieva. Unknown Date (has links)
Techn. University, Diss., 2006--München.
7

Two essays on incomplete markets

Esche, Felix. Unknown Date (has links) (PDF)
Techn. University, Diss., 2004--Berlin.
8

Empirischer Vergleich von Optionspreismodellen auf Basis zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko /

Dahlbokum, Achim. January 2008 (has links) (PDF)
Universiẗat, Diss--Köln, 2007.
9

Energy-related commodity futures - statistics, models and derivatives

Börger, Reik H., January 2007 (has links)
Ulm, Univ., Diss., 2007.
10

Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps /

Grothe, Oliver. January 2008 (has links)
Zugl.: Köln, University, Diss., 2008.

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