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 Are Discussed In Great Detail. It Is Shown That The Geometric L(r)vy Process (glp) Is A Typical Exa
Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework
โ Scribed by Nowak, Piotr; Romaniuk, Maciej
- Book ID
- 122137838
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 692 KB
- Volume
- 263
- Category
- Article
- ISSN
- 0377-0427
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๐ SIMILAR VOLUMES
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 Are Discussed In Great Detail. It Is Shown That The Geometric L(r)vy Process (glp) Is A Typical Exa
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 Are Discussed In Great Detail. It Is Shown That The Geometric L(r)vy Process (glp) Is A Typical Exa