All ebooks by Andreas Kyprianou in PDF

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Add to my wish list Exotic Option Pricing and Advanced Lévy Models Andreas Kyprianou , Wim Schoutens , Paul Wilmott Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion,... Publication date: 2006-06-14 Format: PDF Publisher: Wiley Add to basket £100,22

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Exotic Option Pricing and Advanced Lévy Models

Andreas Kyprianou , Wim Schoutens , Paul Wilmott

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion,...

Publication date: 2006-06-14

Format: PDF

Publisher: Wiley

Add to basket

£100,22

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