E-Dissertationen: Browsing E-Dissertationen by Author "Wittke, Manuel"
Now showing items 1-1 of 1
-
Essays about Option Valuation under Stochastic Interest Rates
Wittke, Manuel (2011-04-06)This thesis consists of three essays on the valuation of options under stochastic interest rates. <br /> In the first essay we examine multivariate models where the stochastic process of a log-normally distributed underlying ...