Option Pricing in Incomplete Markets: Modeling Based on Geometric l'Evy Processes and Minimal Entropy Martingale Measures

By Yoshio Miyahara

This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The GLP & MEMM] pricing models are clearly introduced, and the properties of these models... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1848163479
• ISBN13: 9781848163478
• Release Date: December 2011
• Publisher: Imperial College Press
• Length: 200 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"