Exotic option pricing and advanced Lévy models / edited by Andreas Kyprianou, Wim Schoutens and Paul Wilmott.

Bibliographic Details
Other Authors: Kyprianou, Andreas E.
Schoutens, Wim
Wilmott, Paul
Language:English
Published: Chichester, England ; Hoboken, NJ : John Wiley, [2005], ©2005.
Subjects:
Options (Finance) > Prices > Mathematical models.
Lévy processes.
Local Note:
MSU: Purchased with funds provided by the Marvin L. Tomber Endowment for the MSU Mathematics Library.
Physical Description:xxii, 320 pages : illustrations ; 26 cm
Format: Book
Description
Call Number:HG6042 .E96 2005
Bibliography Note:Includes bibliographical references and index.
ISBN:0470016841 (hbk.)