Option pricing in incomplete markets :modeling based on geometric Lévy processes and minimal entropy Martingale measures /Yoshio Miyahara, Nagoya City University, Japan. -Singapore :Imperial College Press,2012

185 tr. ;24 cm

Series in quantitative finance, vol. 3

Option pricing in incomplete markets

1.Options Finance2.Prices3.Stock options.

332.6453YO - M

9781848163478