Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy Martingale measures.

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Bibliographic Details
Author / Creator:	Miyahara, Yoshio, 1944-
Imprint:	London : Imperial College Press ; Singapore ; Hackensack, NJ : Distributed by World Scientific, c2012.
Description:	1 online resource.
Language:	English
Series:	Series in quantitative finance ; v. 3 Series in quantitative finance ; v. 3.
Subject:	Options (Finance) -- Prices. Stock options. Equilibrium (Economics) -- Mathematical models. Finance -- Mathematical models. Options (Finance) -- Prices -- Mathematical models. Pricing -- Mathematical models. Uncertainty -- Mathematical models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8626947

Hidden Bibliographic Details
ISBN:	9781848163485 (electronic bk.)
Notes:	Description based on online resource; title from digital title page (viewed on Feb. 17,2012).

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