Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory
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Published By WORLD SCIENTIFIC

9789810249441, 9789812777485

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Elements of calculus of pseudodifferential operators

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0016 ◽

2002 ◽

pp. 365-383

Keyword(s):

Pseudodifferential Operators

Feller processes of normal inverse Gaussian type

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0014 ◽

2002 ◽

pp. 281-294

Keyword(s):

Inverse Gaussian ◽

Gaussian Type ◽

Normal Inverse Gaussian

Regular Lévy Processes of Exponential type in 1D

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0003 ◽

2002 ◽

pp. 67-96

Keyword(s):

Exponential Type ◽

Lévy Processes ◽

Levy Processes

FRONT MATTER

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_fmatter ◽

2002 ◽

pp. i-xxi

Fast pricing of European options

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0012 ◽

2002 ◽

pp. 255-266

Keyword(s):

European Options

Perpetual American options

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0005 ◽

2002 ◽

pp. 121-149

Keyword(s):

American Options

Pricing and hedging of contingent claims of European type

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0004 ◽

2002 ◽

pp. 97-120

Keyword(s):

Contingent Claims

BACK MATTER

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_bmatter ◽

2002 ◽

pp. 385-398

Pseudo-differential operators with constant symbols

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0015 ◽

2002 ◽

pp. 295-364

Keyword(s):

Differential Operators ◽

Pseudo Differential Operators

Investment under uncertainty and capital accumulation

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0010 ◽

2002 ◽

pp. 221-230

Keyword(s):

Capital Accumulation ◽

Investment Under Uncertainty

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes TheoryLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Elements of calculus of pseudodifferential operators

Feller processes of normal inverse Gaussian type

Regular Lévy Processes of Exponential type in 1D

FRONT MATTER

Fast pricing of European options

Perpetual American options

Pricing and hedging of contingent claims of European type

BACK MATTER

Pseudo-differential operators with constant symbols

Investment under uncertainty and capital accumulation

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory
Latest Publications