Levy-Type Models for Equity Derivatives

By Karsten Weber

First, we lay the theoretical foundation by reviewing Levy Processes and their properties. Next, stochastic time change techniques are discussed thoroughly, including subordinated Levy Processes, and... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639348818
• ISBN13: 9783639348811
• Release Date: April 2011
• Publisher: VDM Verlag
• Length: 156 Pages
• Weight: 0.52 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"