Series in Quantitative Finance - Option Pricing in Incomplete Markets
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9781848163478, 9781848163485

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Basic Concepts in Mathematical Finance

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0001 ◽

2011 ◽

pp. 1-6

Keyword(s):

Mathematical Finance ◽

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The [GSP & MEMM] Pricing Model

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0009 ◽

2011 ◽

pp. 111-119

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Calibration and Fitness Analysis of the [GLP & MEMM] Model

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0008 ◽

2011 ◽

pp. 99-110

Keyword(s):

Fitness Analysis

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The [GLP & MEMM] Pricing Model

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0007 ◽

2011 ◽

pp. 75-98

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Lévy Processes and Geometric Lévy Process Models

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0002 ◽

2011 ◽

pp. 7-20

Keyword(s):

Lévy Process ◽

Lévy Processes ◽

Levy Processes ◽

Levy Process ◽

Process Models ◽

Geometric Levy Process

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Equivalent Martingale Measures

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0003 ◽

2011 ◽

pp. 21-27

Keyword(s):

Martingale Measures ◽

Equivalent Martingale Measures ◽

Equivalent Martingale

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Minimal Distance Martingale Measures for Geometric Lévy Processes

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0006 ◽

2011 ◽

pp. 47-73

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Minimal Distance ◽

Martingale Measures

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FRONT MATTER

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_fmatter ◽

2011 ◽

pp. i-xiv

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The Multi-Dimensional [GLP & MEMM] Pricing Model

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0010 ◽

2011 ◽

pp. 121-140

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Esscher-Transformed Martingale Measures

Series in Quantitative Finance - Option Pricing in Incomplete Markets ◽

10.1142/9781848163485_0004 ◽

2011 ◽

pp. 29-40

Keyword(s):

Martingale Measures

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