Titlebar

Export bibliographic data
Literature by the same author
plus on the publication server
plus at Google Scholar

 

Monte Carlo Simulations and the Pricing of Options in the Discontinuous Case

Title data

Schäfer, Klaus:
Monte Carlo Simulations and the Pricing of Options in the Discontinuous Case.
In: Bachem, Achim ; Derigs, Ulrich ; Jünger, Michael ; Schrader, Rainer (ed.): Extended abstracts of the 18th Symposium on Operations Research : held at the University of Cologne, September 1 - 3, 1993. - Heidelberg : Physica-Verlag , 1994 . - pp. 438-441 . - (Operations Research Proceedings ; 93 )
ISBN 3-7908-0794-X
DOI: https://doi.org/10.1007/978-3-642-46955-8_108

Further data

Item Type: Article in a book
Refereed: Yes
Institutions of the University: Faculties
Faculties > Faculty of Law, Business and Economics
Faculties > Faculty of Law, Business and Economics > Department of Business Administration
Faculties > Faculty of Law, Business and Economics > Department of Business Administration > Chair Business Administration I
Faculties > Faculty of Law, Business and Economics > Department of Business Administration > Chair Business Administration I > Chair Business Administration I - Univ.-Prof. Dr. Klaus Schäfer
Result of work at the UBT: No
DDC Subjects: 300 Social sciences
300 Social sciences > 330 Economics
Date Deposited: 27 Oct 2016 08:59
Last Modified: 27 Oct 2016 08:59
URI: https://eref.uni-bayreuth.de/id/eprint/34543