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Non-gaussian Merton-black-scholes Theory - Advanced Series on Statistical Science & Applied Probability Sergei Levendorskii
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Non-gaussian Merton-black-scholes Theory - Advanced Series on Statistical Science & Applied Probability
Sergei Levendorskii
This text introduces a 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 theory.
420 pages, Illustrations
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 24 de abril de 2002 |
| ISBN13 | 9789810249441 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 420 |
| Dimensões | 162 × 230 × 26 mm · 830 g |
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