Details
| Original language | English |
|---|---|
| Title of host publication | Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables |
| Publisher | Springer Boston |
| Pages | 167-174 |
| Number of pages | 8 |
| ISBN (print) | 3-540-43344-9 |
| Publication status | Published - 2002 |
Keywords
- Kontrolltheorie, Strategie, Black-Scholes-Modell, Theorie, Hedging, Index-Futures
Cite this
- Standard
- Harvard
- Apa
- Vancouver
- BibTeX
- RIS
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. p. 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. p. 167-174.
Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research
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, pp. 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 (pp. 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. p. 167-174
Download
@inbook{ee0aed24dc8a4ba4a9c0a78b4955d13f,
title = "Optimization of European double-barrier options via optimal control of the black-scholes-equation",
keywords = "Kontrolltheorie, Strategie, Black-Scholes-Modell, Theorie, Hedging, Index-Futures",
author = "Breitner, {Michael H} and Tobias Burmester",
year = "2002",
language = "English",
isbn = "3-540-43344-9",
pages = "167--174",
booktitle = "Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables",
publisher = "Springer Boston",
address = "Germany",
}
Download
TY - CHAP
T1 - Optimization of European double-barrier options via optimal control of the black-scholes-equation
AU - Breitner, Michael H
AU - Burmester, Tobias
PY - 2002
Y1 - 2002
KW - Kontrolltheorie
KW - Strategie
KW - Black-Scholes-Modell
KW - Theorie
KW - Hedging
KW - Index-Futures
M3 - Contribution to book/anthology
SN - 3-540-43344-9
SP - 167
EP - 174
BT - Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
PB - Springer Boston
ER -