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Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures (Series in quantitative finance ; v. 3)

Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures (Series in quantitative finance ; v. 3)
Paper図書
Yoshio Miyahara.Imperial College Pressc2012.<DF161-B69>
National Diet Library

Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets

Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets
Microform図書
Kensinger, John WilliamUniversity Microfilms International1983
Other Libraries in Japan
  • Subject HeadingMerton, Robert C Black, F Actions (Titres de société) -- Prix Bourse Options (Finances) -- Prix
  • Subject Heading (ID)Merton, Robert C Black, F Actions (Titres de société) -- Prix Bourse Options (Finances) -- Prix

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