Non-Gaussian Merton-Black-Scholes Theory

Non-Gaussian Merton-Black-Scholes Theory
Автор
 
Год
 
Страниц
 
421
ISBN
 
ISBN10:9810249446
Издатель
 
World Scientific Publishing Company

Описание:

not for the ordinary practitioner. requires great mathematical maturity but if one can stand the challenge, it will open the eyes of the readers to newer and more interesting models in mathematical finance. it is too early to start developing applications since numerical techniques for levy processes have yet to be develop.
But that is the way science works

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