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Title
Pricing of exotic options in the NIG-Lévy market model / Manuel Stadler
AuthorStadler, Manuel
Thesis advisorLeobacher, Gunther
Published2015
DescriptionXI, 113 S. : graph. Darst.
Institutional NoteLinz, Univ., Master-Arb., 2015
Annotation
Zsfassung in dt. und engl. Sprache
LanguageEnglish
Document typeMaster Thesis
Keywords (GND)Optionspreistheorie / Lévy-Prozess
URNurn:nbn:at:at-ubl:1-1385 Persistent Identifier (URN)
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 The work is publicly available
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