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