Arbitrage-free market models for liquid options
dc.contributor.author
Wissel, Johannes Stefan
dc.contributor.supervisor
Carmona, René
dc.contributor.supervisor
Schweizer, Martin
dc.date.accessioned
2017-06-13T06:10:44Z
dc.date.available
2017-06-13T06:10:44Z
dc.date.issued
2008
dc.identifier.uri
http://hdl.handle.net/20.500.11850/150312
dc.identifier.doi
10.3929/ethz-a-005559619
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
OPTIONEN (FINANZEN)
dc.subject
ARBITRAGETHEORIE (OPERATIONS RESEARCH)
dc.subject
MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH)
dc.subject
STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
OPTIONS (FINANCE)
dc.subject
ARBITRAGE THEORY (OPERATIONS RESEARCH)
dc.subject
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH)
dc.subject
STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)
dc.subject
STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY)
dc.title
Arbitrage-free market models for liquid options
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
1 Band
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17538, 2008.
ethz.identifier.diss
17538
ethz.identifier.nebis
005559619
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-13T06:11:43Z
ethz.source
ECOL
ethz.identifier.importid
imp59366abb0f8ef78632
ethz.ecolpid
eth:30171
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-13T13:55:22Z
ethz.rosetta.lastUpdated
2021-02-14T15:51:42Z
ethz.rosetta.versionExported
true
ethz.COinS
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Doctoral Thesis [30317]