Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance
Open access
Date
2018Type
- Doctoral Thesis
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-b-000284404Publication status
publishedExternal links
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Publisher
ETH ZurichSubject
STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); HEDGING (FINANCIAL MATHEMATICS); NEURAL NETWORKS (COMPUTER SYSTEMS); MARKOV PROCESSES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); NEURONALE NETZWERKE (COMPUTERSYSTEME); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); KURSSICHERUNG (FINANZMATHEMATIK)Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef
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ETH Bibliography
yes
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