Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures

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Bibliographic Information

Title
"Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures"
Statement of Responsibility
Yoshio Miyahara
Publisher
  • Imperial College Press
  • Distributed by World Scientific
Publication Year
  • c2012
Book size
24 cm
Series Name / No
  • : hbk

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Notes

Includes bibliographical references (p. 173-179) and index

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