Cover Image

Exotic option pricing and advanced Lévy models /

Bibliographic Details
Other Authors: Kyprianou, Andreas E., Wilmott, Paul, Schoutens, Wim
Format: Book
Language:English
Published: Chichester : John Wiley, 2005.
Subjects:
Options (Finance) > Prices > Mathematical models.
Lévy processes.
Exotic option pricing
Advanced Lévy models
Description
Physical Description:xxii, 352 pages : illustrations ; 25 cm.
ISBN:0470016841 (cased)