|
Exotic Option Pricing and Advanced Levy Models
more books like this
by
Paul Wilmott (Editor), Wim Schoutens (Editor), Andreas Kyprianou (Editor)
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Levy process. Working with Levy processes allows one to capture desirable ...
see all copies
from $106.50!
new only
from $106.50!
|
SVS
|