Exotic Option Pricing and Advanced Lvy Models by Andreas Kyprianou (English) Har
USD 170.23 USD
Specifications
| ISBN-13 | 9780470016848 |
| ISBN | 9780470016848 |
By Andreas Kyprianou, Wim Schoutens, Paul Wilmott. In addition, recent work on Lvy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools.