Levy-Type Models for Equity Derivatives
On the Pricing of Exotic Equity Derivatives under Pure Jump Levy-Type Models
Autor:
Karsten Weber
Dostupnosť:
U vydavateľa na objednávku
Odosielame za 17-27 dní
58.02
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First, we lay the theoretical foundation by reviewing Levy Processes and their properties. Next, sto...
