Chargement en cours…
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...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Singapore ; River Edge, NJ :
World Scientific,
2002.
|
| Collection: | Advanced series on statistical science & applied probability ;
v. 9. |
| Sujets: | |
| Accès en ligne: | Texto completo |