Option pricing in incomplete markets : modeling based on geometric Levy processes and minimal entropy martingale measures / Yoshio Miyahara.
Series: Series in quantitative finance ; vol. 3. | Series in quantitative finance ; vol. 3.Publication details: London : Imperial College Press ; 2012.Description: xiv, 185 p. : ill. ; 23 cmISBN:- 9781848163478 (hbk.)
- 1848163479 (hbk.)
| Item type | Current library | Home library | Call number | Materials specified | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|
| AM | PERPUSTAKAAN TUN SERI LANANG | PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5) | HG6024.M538 (Browse shelf(Opens below)) | 1 | Available | 00002076280 |
Includes bibliographical references (p. 173-179) and index.
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