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dc.contributor.author
Steiger, Gallus Johannes
dc.contributor.supervisor
Delbaen, Freddy
dc.date.accessioned
2017-06-13T05:04:51Z
dc.date.available
2017-06-13T05:04:51Z
dc.date.issued
2005
dc.identifier.uri
http://hdl.handle.net/20.500.11850/148847
dc.identifier.doi
10.3929/ethz-a-005047932
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
DERIVATIVE PRODUKTE (FINANZEN)
dc.subject
VOLATILITÄT (FINANZEN)
dc.subject
STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
DIFFUSIONSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
STOCHASTISCHE OPTIMIERUNG (OPERATIONS RESEARCH)
dc.subject
DERIVATIVE PRODUCTS (FINANCE)
dc.subject
VOLATILITY (FINANCE)
dc.subject
STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)
dc.subject
DIFFUSION PROCESSES (PROBABILITY THEORY)
dc.subject
STOCHASTIC PROGRAMMING (OPERATIONS RESEARCH)
dc.title
The optimal martingale measure for investors with exponential utility function
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
123 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 16006, 2005.
ethz.identifier.diss
16006
ethz.identifier.nebis
005047932
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03440 - Delbaen, Freddy
ethz.leitzahl.certified
03440 - Delbaen, Freddy
ethz.date.deposited
2017-06-13T05:05:57Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a8f6696851381
ethz.ecolpid
eth:28098
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-13T10:04:13Z
ethz.rosetta.lastUpdated
2020-02-15T02:19:17Z
ethz.rosetta.versionExported
true
ethz.COinS
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