Option pricing in incomplete markets: modeling based on geometric Lévy Processes and minimal entropy Martingale measures
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
London
Imperial College Press
2012
|
| Schriftenreihe: | Series in quantitative finance
3 |
| Schlagworte: | |
| Beschreibung: | XIV, 185 S. graph. Darst. |
| ISBN: | 9781848163478 1848163479 |
Internformat
MARC
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| 020 | |a 1848163479 |c hbk |9 1-84816-347-9 | ||
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| 245 | 1 | 0 | |a Option pricing in incomplete markets |b modeling based on geometric Lévy Processes and minimal entropy Martingale measures |c Yoshio Miyahara |
| 264 | 1 | |a London |b Imperial College Press |c 2012 | |
| 300 | |a XIV, 185 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Series in quantitative finance |v 3 | |
| 650 | 0 | 7 | |a Martingal |0 (DE-588)4126466-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Lévy-Prozess |0 (DE-588)4463623-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Unvollkommener Markt |0 (DE-588)4062060-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optionspreistheorie |0 (DE-588)4135346-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Optionspreistheorie |0 (DE-588)4135346-8 |D s |
| 689 | 0 | 1 | |a Unvollkommener Markt |0 (DE-588)4062060-8 |D s |
| 689 | 0 | 2 | |a Lévy-Prozess |0 (DE-588)4463623-4 |D s |
| 689 | 0 | 3 | |a Martingal |0 (DE-588)4126466-6 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Miyahara, Yoshio |e Sonstige |0 (DE-588)171434544 |4 oth | |
| 830 | 0 | |a Series in quantitative finance |v 3 |w (DE-604)BV037398158 |9 3 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018707816 | ||
Datensatz im Suchindex
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| building | Verbundindex |
| bvnumber | BV035849732 |
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| ctrlnum | (OCoLC)751836206 (DE-599)BVBBV035849732 |
| dewey-full | 332.63228 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63228 |
| dewey-search | 332.63228 |
| dewey-sort | 3332.63228 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035849732 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:06:05Z |
| institution | BVB |
| isbn | 9781848163478 1848163479 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018707816 |
| oclc_num | 751836206 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM DE-521 |
| owner_facet | DE-91G DE-BY-TUM DE-521 |
| physical | XIV, 185 S. graph. Darst. |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Imperial College Press |
| record_format | marc |
| series | Series in quantitative finance |
| series2 | Series in quantitative finance |
| spelling | Option pricing in incomplete markets modeling based on geometric Lévy Processes and minimal entropy Martingale measures Yoshio Miyahara London Imperial College Press 2012 XIV, 185 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Series in quantitative finance 3 Martingal (DE-588)4126466-6 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Unvollkommener Markt (DE-588)4062060-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 s Unvollkommener Markt (DE-588)4062060-8 s Lévy-Prozess (DE-588)4463623-4 s Martingal (DE-588)4126466-6 s DE-604 Miyahara, Yoshio Sonstige (DE-588)171434544 oth Series in quantitative finance 3 (DE-604)BV037398158 3 |
| spellingShingle | Option pricing in incomplete markets modeling based on geometric Lévy Processes and minimal entropy Martingale measures Series in quantitative finance Martingal (DE-588)4126466-6 gnd Lévy-Prozess (DE-588)4463623-4 gnd Unvollkommener Markt (DE-588)4062060-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| subject_GND | (DE-588)4126466-6 (DE-588)4463623-4 (DE-588)4062060-8 (DE-588)4135346-8 |
| title | Option pricing in incomplete markets modeling based on geometric Lévy Processes and minimal entropy Martingale measures |
| title_auth | Option pricing in incomplete markets modeling based on geometric Lévy Processes and minimal entropy Martingale measures |
| title_exact_search | Option pricing in incomplete markets modeling based on geometric Lévy Processes and minimal entropy Martingale measures |
| title_full | Option pricing in incomplete markets modeling based on geometric Lévy Processes and minimal entropy Martingale measures Yoshio Miyahara |
| title_fullStr | Option pricing in incomplete markets modeling based on geometric Lévy Processes and minimal entropy Martingale measures Yoshio Miyahara |
| title_full_unstemmed | Option pricing in incomplete markets modeling based on geometric Lévy Processes and minimal entropy Martingale measures Yoshio Miyahara |
| title_short | Option pricing in incomplete markets |
| title_sort | option pricing in incomplete markets modeling based on geometric levy processes and minimal entropy martingale measures |
| title_sub | modeling based on geometric Lévy Processes and minimal entropy Martingale measures |
| topic | Martingal (DE-588)4126466-6 gnd Lévy-Prozess (DE-588)4463623-4 gnd Unvollkommener Markt (DE-588)4062060-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| topic_facet | Martingal Lévy-Prozess Unvollkommener Markt Optionspreistheorie |
| volume_link | (DE-604)BV037398158 |
| work_keys_str_mv | AT miyaharayoshio optionpricinginincompletemarketsmodelingbasedongeometriclevyprocessesandminimalentropymartingalemeasures |