Option pricing in incomplete markets: modeling based on geometric Lévy Processes and minimal entropy Martingale measures
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
London
Imperial College Press
2012
|
| Series: | Series in quantitative finance
3 |
| Subjects: | |
| Physical Description: | XIV, 185 S. graph. Darst. |
| ISBN: | 9781848163478 1848163479 |
Staff View
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Record in the Search Index
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| discipline | Mathematik Wirtschaftswissenschaften |
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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 |