Non-Gaussian Merton-Black-Scholes Theory download pdf
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Non-Gaussian Merton-Black-Scholes Theory by Sergei Z. Levendorskii, Svetlana I. Boyarchenko
Download Non-Gaussian Merton-Black-Scholes Theory
Non-Gaussian Merton-Black-Scholes Theory Sergei Z. Levendorskii, Svetlana I. Boyarchenko
Language: English
Page: 421
Format: djvu
ISBN: 9810249446, 9789810249441
Publisher: World Scientific Publishing Company
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.
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