Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
Yoshio Miyahara
| Year of publication: |
2012
|
|---|---|
| Authors: | Miyahara, Yoshio |
| Publisher: |
London [u.a.] : Imperial College Press |
| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XIV, 185 S. graph. Darst. |
|---|---|
| Series: | Series in quantitative finance. - London : Imperial College Press, ZDB-ID 2527241-X. - Vol. 3 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 173 - 179 |
| ISBN: | 1-84816-347-9 ; 978-1-84816-347-8 ; 1-84816-348-7 ; 978-1-84816-348-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009426688