Exotic option pricing and advanced Lévy models
By: edited by Andreas Kyprianou, Wim Schoutens and Paul Wilmott.
Contributors: Kyprianou, Andreas E.; Schoutens, Wim.; Wilmott, Paul.
Publisher: John Wiley
Published: 2005
Place of publication: Chichester, England; Hoboken, NJ
Language: eng
Number of pages: 320
Subjects: Options (Finance) -- Prices -- Mathematical models.; Lévy processes.
Notes: Includes bibliographical references and index.