OPTION PRICING IN INCOMPLETE MARKETS: MODELING BASED ON GEOMETRIC L'EVY PROCESSES AND MINIMAL ENTROPY MARTINGALE MEASURES - MIYAHARA YOSHIO

Business Listing - October 16, 2023

OPTION PRICING IN INCOMPLETE MARKETS: MODELING BASED ON GEOMETRIC L'EVY PROCESSES AND MINIMAL ENTROPY MARTINGALE MEASURES - MIYAHARA YOSHIO

AUTHOR AFFILIATION : NAGOYA CITY UNIV, JAPAN PUB DATE : 22-Nov-11 ONLINE RELEASE DATE : 2-Jun-12 Print ISBN 13 : 9781848163478 US$ (Print) : 98 EISBN 13 : 9781848163485 US$ (Ebook) : 157 £ (Ebook) : 130 SUBJECT : ECONOMICS & FINANCE SUB SUBJECT : MATHEMATICAL / QUANTITATIVE FINANCE IMPRINT : ICP Package : ICP Collection Year : 2011 URL : https://www.worldscientific.com/worldscibooks/10.1142/p622#t=toc SERIES IN QUANTITATIVE FINANCE BOOK TYPE : MONOGRAPH PP : 200 BOOK CODE : P622  

Featured

This is a premium business listing. Stand out from the competition!

Own a Business?

List your company and reach more customers today.

Add Your Business