Option Pricing Models built from Lévy Processes

By Delahaut Benoit and Benoît Delahaut

This article seeks to studying two di erent methods of option pricing - one introduced in Carr and Madan (1999), and the other one in F. Fang and Oosterlee (2008) - suitable for stock prices following... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639640810
• ISBN13: 9783639640816
• Release Date: August 2014
• Publisher: AV Akademikerverlag
• Length: 76 Pages
• Weight: 0.27 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"