Option pricing in incomplete markets: modeling based on geometric Lévy processes and minimal entropy martingale measures
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Imperial College Press
2012
|
| Schriftenreihe: | Series in quantitative finance
v. 3 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource (xiv, 185 p.) |
| ISBN: | 9781848163485 1848163487 1848163479 9781848163478 1299672191 9781299672192 |
Internformat
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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 | |
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| 650 | 7 | |a Uncertainty / Mathematical models |2 fast | |
| 650 | 4 | |a Mathematisches Modell | |
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| 650 | 4 | |a Uncertainty |x Mathematical models | |
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Datensatz im Suchindex
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| author | Miyahara, Yoshio |
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| author_variant | y m ym |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63228 |
| dewey-search | 332.63228 |
| dewey-sort | 3332.63228 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-10T07:14:03Z |
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| isbn | 9781848163485 1848163487 1848163479 9781848163478 1299672191 9781299672192 |
| language | English |
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| publisher | Imperial College Press |
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| series2 | Series in quantitative finance |
| spelling | Miyahara, Yoshio Verfasser aut Option pricing in incomplete markets modeling based on geometric Lévy processes and minimal entropy martingale measures Yoshio Miyahara London Imperial College Press 2012 1 Online-Ressource (xiv, 185 p.) txt rdacontent c rdamedia cr rdacarrier Series in quantitative finance v. 3 Includes bibliographical references and index BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Equilibrium (Economics) / Mathematical models fast Finance / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Pricing / Mathematical models fast Uncertainty / Mathematical models fast Mathematisches Modell Wirtschaft Options (Finance) Prices Mathematical models Pricing Mathematical models Equilibrium (Economics) Mathematical models Uncertainty Mathematical models Finance Mathematical models Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Unvollkommener Markt (DE-588)4062060-8 gnd rswk-swf Martingal (DE-588)4126466-6 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 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=516760 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Miyahara, Yoshio Option pricing in incomplete markets modeling based on geometric Lévy processes and minimal entropy martingale measures BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Equilibrium (Economics) / Mathematical models fast Finance / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Pricing / Mathematical models fast Uncertainty / Mathematical models fast Mathematisches Modell Wirtschaft Options (Finance) Prices Mathematical models Pricing Mathematical models Equilibrium (Economics) Mathematical models Uncertainty Mathematical models Finance Mathematical models Lévy-Prozess (DE-588)4463623-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Unvollkommener Markt (DE-588)4062060-8 gnd Martingal (DE-588)4126466-6 gnd |
| subject_GND | (DE-588)4463623-4 (DE-588)4135346-8 (DE-588)4062060-8 (DE-588)4126466-6 |
| 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 | BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Equilibrium (Economics) / Mathematical models fast Finance / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Pricing / Mathematical models fast Uncertainty / Mathematical models fast Mathematisches Modell Wirtschaft Options (Finance) Prices Mathematical models Pricing Mathematical models Equilibrium (Economics) Mathematical models Uncertainty Mathematical models Finance Mathematical models Lévy-Prozess (DE-588)4463623-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Unvollkommener Markt (DE-588)4062060-8 gnd Martingal (DE-588)4126466-6 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / Stocks Equilibrium (Economics) / Mathematical models Finance / Mathematical models Options (Finance) / Prices / Mathematical models Pricing / Mathematical models Uncertainty / Mathematical models Mathematisches Modell Wirtschaft Options (Finance) Prices Mathematical models Pricing Mathematical models Equilibrium (Economics) Mathematical models Uncertainty Mathematical models Finance Mathematical models Lévy-Prozess Optionspreistheorie Unvollkommener Markt Martingal |
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