Exotic option pricing and advanced Levy models
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 Lévy Process. Working W, Download PDF file of Exotic option pricing and advanced Levy models, Published originally in 2005. This PDF file has 344 Pages pages and the PDF file size is 3.3 MB. The PDF file is written in English, Categorized in . As of 15 March 2025, this page has been bookmarked by 33,400 people. Now You Can Download "Exotic option pricing and advanced Levy models Book" as PDF or You Can See Preview By Clicking Below Button.
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