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ETH Zurich
Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance
Degree
thesis:*- Grantor dc:publisher
- ETH Zurich
- Year dc:date
- 2018
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Gonon, Lukas
- Contributors dc:contributor
-
- Teichmann, Josef
- Crisan, Dan
Subjects
dc:subject × 3- STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); HEDGING (FINANCIAL MATHEMATICS); NEURAL NETWORKS (COMPUTER SYSTEMS); MARKOV PROCESSES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); NEURONALE NETZWERKE (COMPUTERSYSTEME); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); KURSSICHERUNG (FINANZMATHEMATIK)
- info:eu-repo/classification/ddc/510
- Mathematics
Rights
dc:rights- Statement dc:rights
-
- info:eu-repo/semantics/openAccess
- In Copyright - Non-Commercial Use Permitted
- Language dc:language
- en
Identifiers
dc:identifier.*- Identifier
- https://doi.org/10.3929/ethz-b-000284404
- OAI identifier oai:identifier
- oai:www.research-collection.ethz.ch:20.500.11850/284404