Non-Gaussian Merton-Black-Scholes theory /
This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Levy processes of the exponential type) and related analytical methods similar to the initial Merton-Black-Scholes approach, which the authors call the Merton-Black-Scholes...
| Основен автор: | Boyarchenko, Svetlana I. |
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| Други автори: | Levendorskii, Serge, 1951- |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Singapore ; River Edge, NJ :
World Scientific,
2002.
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| Серия: |
Advanced series on statistical science & applied probability ;
v. 9. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210771 |
| Подобни документи: |
Print version::
Non-Gaussian Merton-Black-Scholes theory. |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210771 |
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| Провери в Paniza Library, AUBG | Сигнатура: |
HG106 .B69 2002eb |
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