Non-Gaussian Merton-Black-Scholes Theory
Non-Gaussian Merton-Black-Scholes Theory
Editorial Reviews
Book Description
...this book introduces an analytically tractable and computationally effective class of non Gaussian models for shocks and related analytical methods similar to the initial Merton-Black-Scholes approach
Book Info
Introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks and related analytical methods similar to the initial Merton-Black-Scholes approach.
Non-Gaussian Merton-Black-Scholes Theory,Svetlana I. Boyarchenko,Sergei Z. Levendorskii,World Scientific Publishing Company,9810249446,Accounting - General,Business & Economics,Business / Economics / Finance,Econometrics,Economics - General,Finance,Financial Economics (General),General,Mathematical Models In Economics,Mathematical models,Science/Mathematics
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