Valuation of exotic options under shortselling constraints as a singular stochastic control problem doctoral dissertation

著者

• Wystup, Uwe

書誌事項

Valuation of exotic options under shortselling constraints as a singular stochastic control problem doctoral dissertation

Uwe Wystup

UMI Dissertation Services, 1998

注記

Reprint. Description based on: 2002 xerographic processing copy

Thesis (Ph.D.)--Carnegie Mellon University, 1998

Bibliography: p. 130-132

Includes index

UMI number: 9900501

詳細情報

• NII書誌ID(NCID): BA58943171
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Ann Arbor, Mich.
• ページ数/冊数: 134 p.
• 大きさ: 23 cm