An Advanced Levy Market Model

By Aysun Türkvatan

In this study, general geometric Levy market models are considered. Since these models are, in general, incomplete, that is, all contingent claims cannot be replicated by a self-financing portfolio... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838313054
• ISBN13: 9783838313054
• Release Date: September 2009
• Publisher: LAP Lambert Academic Publishing
• Length: 72 Pages
• Weight: 0.26 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"