Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Voit, Michael | - |
dc.contributor.author | Kaplun, Alexander | - |
dc.date.accessioned | 2010-11-09T14:49:11Z | - |
dc.date.available | 2010-11-09T14:49:11Z | - |
dc.date.issued | 2010-11-09 | - |
dc.identifier.uri | http://hdl.handle.net/2003/27457 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15792 | - |
dc.language.iso | en | de |
dc.subject | Interest rate derivative | en |
dc.subject | Term structure | en |
dc.subject | Vasicek model | en |
dc.subject | Short-rate | en |
dc.subject | Diffusion | en |
dc.subject.ddc | 510 | - |
dc.title | Bounded short-rate models with Ehrenfest and Jacobi processes | en |
dc.type | Text | de |
dc.contributor.referee | Woerner, Jeannette | - |
dc.date.accepted | 2010-11-02 | - |
dc.type.publicationtype | doctoralThesis | de |
dc.identifier.urn | urn:nbn:de:hbz:290-2003/27457-2 | - |
dcterms.accessRights | open access | - |
Appears in Collections: | Lehrstuhl IV: Analysis, Stochastik |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Kaplun_Dissertation.pdf | DNB | 794.09 kB | Adobe PDF | View/Open |
This item is protected by original copyright |
This item is protected by original copyright
rightsstatements.org