Pricing and Hedging


Type Research Project

Duration since Jan. 1, 2005

  • Institute for Statistics and Mathematics IN (Details)

Tags

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  • Löcker, Florian (Former researcher)
  • Pötzelberger, Klaus (Details)
  • Strasser, Helmut (Details)
 

Abstract (German)

Mathematical foundations and numerical analysis of pricing and hedging financial derivatives of equities


Abstract (English)

Mathematical foundations and numerical analysis of pricing and hedging financial derivatives of equities

Publications