Levy-Type Models for Equity Derivatives
On the Pricing of Exotic Equity Derivatives under Pure Jump Levy-Type Models
Автор:
Karsten Weber
Наличност:
Налично при издателя, по поръчка
Изпращаме след 17-27 дни
61.08
€
119.45 лв
First, we lay the theoretical foundation by reviewing Levy Processes and their properties. Next, sto...
