Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets
β Scribed by Yoshio Miyahara
- Book ID
- 110285463
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 87 KB
- Volume
- 6
- Category
- Article
- ISSN
- 1573-6946
No coin nor oath required. For personal study only.
π 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