Miyahara, Yoshio, 1944-

Option pricing in incomplete markets : modeling based on geometric Levy processes and minimal entropy martingale measures / Yoshio Miyahara. - London : Imperial College Press ; 2012. - xiv, 185 p. : ill. ; 23 cm. - Series in quantitative finance ; vol. 3. . - Series in quantitative finance ; vol. 3. .

Includes bibliographical references (p. 173-179) and index.

9781848163478 (hbk.) RM259.16 1848163479 (hbk.)


Options (Finance)--Prices--Mathematical models.
Stock options.