Miyahara, Yoshio
Libros de: Miyahara, Yoshio
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Option Pricing in Incomplete Markets
Miyahara, Yoshio
Imperial College Press (2012)
- EAN: 9781848163478
- Páginas: 200
- Fecha de edición: 2012
pvp.82,50 €
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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 are discussed in ...