Details
| Originalsprache | Englisch |
|---|---|
| Titel des Sammelwerks | Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables |
| Herausgeber (Verlag) | Springer Boston |
| Seiten | 167-174 |
| Seitenumfang | 8 |
| ISBN (Print) | 3-540-43344-9 |
| Publikationsstatus | Veröffentlicht - 2002 |
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Optimization of European double-barrier options via optimal control of the black-scholes-equation. / Breitner, Michael H; Burmester, Tobias.
Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables. Springer Boston, 2002. S. 167-174.
Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables. Springer Boston, 2002. S. 167-174.
Publikation: Beitrag in Buch/Bericht/Sammelwerk/Konferenzband › Beitrag in Buch/Sammelwerk › Forschung
Breitner, MH & Burmester, T 2002, Optimization of European double-barrier options via optimal control of the black-scholes-equation. in Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables. Springer Boston, S. 167-174.
Breitner, M. H., & Burmester, T. (2002). Optimization of European double-barrier options via optimal control of the black-scholes-equation. In Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables (S. 167-174). Springer Boston.
Breitner MH, Burmester T. Optimization of European double-barrier options via optimal control of the black-scholes-equation. in Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables. Springer Boston. 2002. S. 167-174
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