Literature by the same author
plus at Google Scholar

Bibliografische Daten exportieren
 

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 ; 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, Finance and Banking Management
Faculties > Faculty of Law, Business and Economics > Department of Business Administration > Chair Business Administration I, Finance and Banking Management > Chair Business Administration I, Finance and Banking Management - 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: 10 Jun 2022 09:10
URI: https://eref.uni-bayreuth.de/id/eprint/34543