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.