The Heath-Jarrow-Morton approach for modelling stock options

Krühner, Paul

This thesis aims at transferring the philosophy behind Heath-Jarrow-Mor-ton to the modelling of call options. Moreover, arbitrage-free models as well as the necessary techniques are developed in this thesis.

Quote

Citation style:

Krühner, Paul: The Heath-Jarrow-Morton approach for modelling stock options.

Rights

Use and reproduction:
No CC License (german copyright law applies)

Export