Non-gaussian Merton-black-scholes Theory - Advanced Series on Statistical Science & Applied Probability - Sergei Levendorskii - Books - World Scientific Publishing Co Pte Ltd - 9789810249441 - April 24, 2002
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Sergei Levendorskii
Non-gaussian Merton-black-scholes Theory - Advanced Series on Statistical Science & Applied Probability

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This text introduces a computationally effective class of non-Gaussian models for shocks (regular Levy processes of the exponential type) and related analytical methods similar to the initial Merton-Black-Scholes approach, which the authors call the Merton-Black-Scholes theory.

420 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 24, 2002
ISBN13 9789810249441
Publishers World Scientific Publishing Co Pte Ltd
Pages 420
Dimensions 162 × 230 × 26 mm   ·   830 g

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