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

By: Miyahara, Yoshio.

Series: . Publisher: London ; Imperical College Press ; 2012Description: 185 p. 15.2 x 1.8 x 22.9 cm.ISBN: 9781848163478.Subject(s): -- ManagementDDC classification: 332.63228 MIY

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Item type	Current location	Call number	URL	Copy number	Status	Date due	Barcode
Books	Library and Information Resource Centre	332.63228 MIY (Browse shelf)		1	Available		5498

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Previous	332.632042 PAU Mathematician plays the stock market	332.6321 KOT Securitization (Acc. No. 4652)	332.63221 FAB Equity valuation and portfolio management	332.63228 MIY Option pricing in incomplete markets: modeling based on geometric levy processes and minimal entropy martingale measures	332.6323 CFA Equity and fixed income : level I 2008	332.6323 FAB Bond markets, analysis and strategies	332.6323 FAB Fixed income analysis	Next

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