scientific article

DOI10.6094/UNIFR/11132zbMath1342.91001MaRDI QIDQ3186098

Christoph Gerhart

Publication date: 8 August 2016

Full work available at URL: https://www.freidok.uni-freiburg.de/fedora/objects/freidok:11132/datastreams/FILE1/content

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Uses Software

• R
• CRAN
• Hmisc
• RootSolve
• stats
• GeneralizedHyperbolic
• VarianceGamma
• pracma

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