Risks in return : a pure jump perspective

Madan, Dilip B.; Geman, Hélyette

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

Type

Chapitre d'ouvrage

Date

2005

Book title

Exotic option pricing and advanced Levy models

Book author

Wilmott, Paul; Schoutens, Wim; Kyprianou, Andreas

Publisher

John Wiley and Sons

Published in

Londres

ISBN

0-470-01684-1

Number of pages

320

Metadata

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Author(s)

Madan, Dilip B.
Geman, Hélyette

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 / Keywords

Finances; Marché financier; Finance; Market

JEL

G1 - General Financial Markets