Levy-Type Models for Equity Derivatives
On the Pricing of Exotic Equity Derivatives under Pure Jump Levy-Type Models
Autor:
Karsten Weber
Dostupnost:
U nakladatele na objednávku
Odesíláme za 17-27 dnů
1 407
Kč
First, we lay the theoretical foundation by reviewing Levy Processes and their properties. Next, sto...
