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Q3532978 - MaRDI portal

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scientific article

    Statements

    author
    Andreas Binder
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    Hansjoerg Albrecher
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    Philipp A. Mayer
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    publication date
    29 October 2008
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    zbMATH Keywords
    Futures und Derivate
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    Black-Scholes-Model
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    allgemeine Aktienmarktmodelle
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    Zinsderivate
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    numerische Verfahren
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    Simulationsverfahren
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    Mittelwert-Varianz-Optimierung, Kreditrisikomodellierung
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    Identifiers

    zbMATH DE Number
    5358926
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