Pricing Turbo Certificates in the Presence of Stochastic Jumps, Interest Rates and Volatility

Professorship/Faculty: Lehrstuhl für Betriebswirtschaftslehre, insbesondere Banking und Finanzcontrolling 
Author(s): Muck, Matthias
Title of the compilation: Financial markets and portfolio management / Swiss Society for Financial Market Research = Schweizerische Gesellschaft für Finanzmarktforschung / Conference / Former years: 9th Conference April 7, 2006, Zürich, SWX Swiss Exchange, Download Papers / SESSION D, D4 Derivatives II. - 1 pdf-Datei (39 S. : graph. Darst.)
Year of publication: 2006
Language(s): German
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Document Type: Contribution to an Articlecollection
Release date: 24. September 2014