Option Pricing in Incomplete Markets 在線電子書 圖書標籤:
發表於2025-01-13
Option Pricing in Incomplete Markets 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025
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 great detail. It is shown that the geometric Levy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure. This volume also presents the calibration procedure of the [GLP & MEMM] model that has been widely used in the application of practical problems.
評分
評分
評分
評分
Option Pricing in Incomplete Markets 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025