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Alternative model for asset price dynamics

Author
BONDARENKO, Julia1 ; BRANGER, Nicole2
[1] Fakultät für Wirtschafts-und Sozialwissenchaften, Helmut Schmidt Universität (Universität der Bundeswehr Hamburg). Holstenhofweg 85, 22043 Hamburg, Germany
[2] Lehrstuhl für BWL, insb. Derivate und Financial Engineering, Universitätsstraße 14-16, 48143 Münster, Germany
Conference title
[Workshop on Modelling and Computation in Financial Engineering, May 2003]
Conference name
Workshop on Modelling and Computation in Financial Engineering (Bad Herrenalb 2003-05-06)
Author (monograph)
WITTUM, Gabriel (Editor)1
[1] IWR, Universität Heidelberg, Im Neuenheimer Feld 368, 60120 Heidelberg, Germany
Source

Computing and visualization in science (Print). 2007, Vol 10, Num 4, pp 211-217, 7 p ; ref : 11 ref

ISSN
1432-9360
Scientific domain
Computer science
Publisher
Springer, Heidelberg
Publication country
Germany
Document type
Conference Paper
Language
English
Keyword (fr)
Approche probabiliste Approximation asymptotique Gestion financière Modèle dynamique Modèle économique Modélisation Processus Wiener Solution exacte
Keyword (en)
Probabilistic approach Asymptotic approximation Financial management Dynamic model Economic model Modeling Wiener process Exact solution
Keyword (es)
Enfoque probabilista Aproximación asintótica Administración financiera Modelo dinámico Modelo económico Modelización Proceso Wiener Solución exacta
Classification
Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D00 General aspects / 001D00D Economics

Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A10 Portfolio theory

Discipline
Economy. Legislation. Training. Society Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
19102972

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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