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Non-Gaussian Merton-Black-Scholes Theory | Advanced Series ...
This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy 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.
This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy 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.
Non-Gaussian Merton-Black-Scholes theory (eBook, 2002 ...
Get this from a library! Non-Gaussian Merton-Black-Scholes theory. [Svetlana I Boyarchenko; Serge Levendorskiĭ] -- This book introduces an analytically tractable and ...
Get this from a library! Non-Gaussian Merton-Black-Scholes theory. [Svetlana I Boyarchenko; Serge Levendorskiĭ] -- This book introduces an analytically tractable and ...
Non Gaussian Merton Black Scholes Theory -
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Dymocks - Non-gaussian Merton-black-scholes Theory by ...
Buy Non-gaussian Merton-black-scholes Theory from Dymocks online BookStore. Find latest reader reviews and much more at Dymocks
Buy Non-gaussian Merton-black-scholes Theory from Dymocks online BookStore. Find latest reader reviews and much more at Dymocks
Non Gaussian Merton Black Scholes Theory -
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Non-Gaussian Merton-Black-Scholes Theory - IDEAS/RePEc
Downloadable (with restrictions)! This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy ...
Downloadable (with restrictions)! This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy ...
Non Gaussian Merton Black Scholes Theory -
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Non-gaussian Merton-black-scholes Theory : Sergei ...
Non-gaussian Merton-black-scholes Theory by Sergei Levendorskii, 9789810249441, available at Book Depository with free delivery worldwide.
Non-gaussian Merton-black-scholes Theory by Sergei Levendorskii, 9789810249441, available at Book Depository with free delivery worldwide.
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