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Risks in return : a pure jump perspective

Madan, Dilip B.; Geman, Hélyette (2005), Risks in return : a pure jump perspective, in Wilmott, Paul; Schoutens, Wim; Kyprianou, Andreas, Exotic option pricing and advanced Levy models, John Wiley and Sons : Londres

Type
Chapitre d'ouvrage
Date
2005
Book title
Exotic option pricing and advanced Levy models
Book author
Wilmott, Paul; Schoutens, Wim; Kyprianou, Andreas
Publisher
John Wiley and Sons
Published in
Londres
ISBN
0-470-01684-1
Number of pages
320
Metadata
Show full item record
Author(s)
Madan, Dilip B.
Geman, Hélyette
Abstract (EN)
The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced markets, written by leading scientists in this field.
Subjects / Keywords
Finances; Marché financier; Finance; Market
JEL
G1 - General Financial Markets

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