An edition of Lévy processes in finance (2003)
Lévy processes in finance
pricing financial derivatives
By Wim Schoutens
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Publish Date
2003
Publisher
J. Wiley
Language
eng
Pages
183
Description:
subjects: Derivative securities, Lévy processes, Mathematical models, Prices, Volatilite (Finances), Derivaten (financien), Black-Scholes-Modell, Preisbildung, Modeles mathematiques, Mathematique financiere, Processus de Levy, Taux d'interet, Prix de l'option, Cours du marche, Stochastische processen, Instruments derives (Finances), Kreditmarkt, Levy processes, Methode de simulation, Derivat, Prix, Modele mathematique, Instrument derive (Finances), Levy-Prozess, Portfolio-theorie, Option exotique (Finances)