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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DOI
10.1007/s00791-007-0071-z 
https://dx.doi.org/10.1007/s00791-007-0071-z
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