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Non-Gaussian Merton-Black-Scholes theory /
This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy processes of the exponential type) and related analytical methods similar to the initial Merton-Black-Scholes approach, which the authors call the Merton-Black-Scholes...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; River Edge, NJ :
World Scientific,
2002.
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| Colección: | Advanced series on statistical science & applied probability ;
v. 9. |
| Temas: | |
| Acceso en línea: | Texto completo |