Risks in return : a pure jump perspective
Madan, Dilip B.; Geman, Hélyette (2005), Risks in return : a pure jump perspective, in Wilmott, Paul; Schoutens, Wim; Kyprianou, Andreas, Exotic option pricing and advanced Levy models, John Wiley and Sons : Londres
Book titleExotic option pricing and advanced Levy models
Book authorWilmott, Paul; Schoutens, Wim; Kyprianou, Andreas
Number of pages320
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Abstract (EN)The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced markets, written by leading scientists in this field.
Subjects / KeywordsFinances; Marché financier; Finance; Market
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