Option Pricing in Incomplete Markets

Name: Option Pricing in Incomplete Markets: Modeling Based on Geometric l'Evy Processes and Minimal Entropy Martingale Measures
Brand: Imperial College Press
SKU: 9781848163478
Price: 5177.00 INR
Availability: InStock

Modeling Based on Geometric l'Evy Processes and Minimal Entropy Martingale Measures

by Yoshio Miyahara

Imperial College Press

₹5,177

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From the publisher

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.

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