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Author
Date
2016Type
- Doctoral Thesis
ETH Bibliography
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Permanent link
https://doi.org/10.3929/ethz-a-010797065Publication status
publishedExternal links
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Publisher
ETH ZürichSubject
VOLATILITÄT (FINANZEN); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); EVOLUTIONSGLEICHUNGEN (ANALYSIS); DIFFUSIONSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE INTEGRALE (WAHRSCHEINLICHKEITSRECHNUNG); VOLATILITY (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); EVOLUTION EQUATIONS (MATHEMATICAL ANALYSIS); DIFFUSION PROCESSES (PROBABILITY THEORY); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); STOCHASTIC INTEGRALS (PROBABILITY THEORY)Organisational unit
02000 - Dep. Mathematik / Dep. of Mathematics03845 - Teichmann, Josef / Teichmann, Josef
Notes
Dissertation. ETH Zürich. 2016. No. 23359.More
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ETH Bibliography
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