Option pricing in incomplete markets...
Miyahara, Yoshio, (1944-)

 

  • Option pricing in incomplete markets = modeling based on geometric Levy processes and minimal entropy Martingale measures /
  • Record Type: Language materials, printed : Monograph/item
    Title/Author: Option pricing in incomplete markets/ Yoshio Miyahara.
    Reminder of title: modeling based on geometric Levy processes and minimal entropy Martingale measures /
    Author: Miyahara, Yoshio,
    Published: London :Imperial College Press ; : c2012.,
    Description: xiv, 185 p. :ill. (some col.) :
    Subject: Options (Finance) - Prices. -
    Online resource: http://www.worldscientific.com/worldscibooks/10.1142/P622#t=toc
    ISBN: 9781848163485 (electronic bk.)
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