(2012). Option pricing in incomplete markets: Modeling based on geometric Lévy Processes and minimal entropy Martingale measures. Imperial College Press.
Chicago-Zitierstil (17. Ausg.)Option Pricing in Incomplete Markets: Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures. London: Imperial College Press, 2012.
MLA-Zitierstil (9. Ausg.)Option Pricing in Incomplete Markets: Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures. Imperial College Press, 2012.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.