Non-Gaussian Merton-Black-Scholes Theory
Svetlana I. Boyarchenko, Sergei Z. Levendorskii
not for the ordinary practitioner. requires great mathematical maturity but if one can stand the challenge, it will open the eyes of the readers to newer and more interesting models in mathematical finance. it is too early to start developing applications since numerical techniques for levy processes have yet to be develop. But that is the way science works
年:
2002
出版:
1st
出版社:
World Scientific Publishing Company
语言:
english
页:
421
ISBN 10:
9810249446
ISBN 13:
9789810249441
文件:
DJVU, 5.65 MB
IPFS:
,
english, 2002