Option Pricing in Incomplete Markets(v3)

By Yoshio Miyahara

This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The GLP & MEMM] pricing models are clearly introduced, and the properties of these models... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1848163479
• ISBN13: 9781848163478
• Release Date: December 2011
• Publisher: Imperial College Press
• Length: 200 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"