Generalized Multinomial CRR Option Pricing Model and its Black-Scholes type limit

Generalized Multinomial CRR Option Pricing Model and its Black-Scholes type limit

Wir bauen das verallgemeinerte diskrete Modell des zu Grunde liegenden Aktienpreisprozesses, der als eine bessere Annäherung an den Aktienpreisprozess dient als der klassische zufällige Spaziergang. Das verallgemeinerte Multinomial-Modell des Option-Preise...

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Bibliographic Details
Main Author: Kan-Dobrowsky, Natalia
Other Authors: Denker, Manfred Prof. Dr.
Format: Doctoral Thesis
Language:English
Published: 2006
Subjects:
510 Mathematik
Mathematics and Computer Science
Option-Preis
verallgemeinerte Black-Scholes Formel
option pricing
generalized Black-Scholes formula
31.70
31.73
EGCP 050: Applications to actuarial sciences and financial mathematics {Statistics: Applications}
EHGM 350: Stochastic analysis {Fluid mechanics: Basic methods in fluid mechanics}
EGA 990: Probability theory and stochastic processes - not classified at a more specific level
EEHN 300: Applications in probability theory and statistics {Miscellaneous applications of operator theory}
EGC 990: Statistics - not classified at a more specific level
Online Access:http://hdl.handle.net/11858/00-1735-0000-0006-B401-6
http://nbn-resolving.de/urn:nbn:de:gbv:7-webdoc-635-2

Internet

http://hdl.handle.net/11858/00-1735-0000-0006-B401-6
http://nbn-resolving.de/urn:nbn:de:gbv:7-webdoc-635-2

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