LIBROS DEL AUTOR: filo fiorani

1 resultados para LIBROS DEL AUTOR: filo fiorani

filo fiorani Eliminar filtro Quitar filtros
  • Option Pricing Under the Variance Gamma Process
    Filo Fiorani
    Variance gamma is a pure jump stochastic process that allows to control volatility, skewness and kurtosis. The good fit to market data of option prices modeled with variance gamma has attracted increasing interest in the process, seen as an ideal candidate to improve classic Black and Scholes’s option pricing. This monograph provides an excellent overview of the research to dat...
    Disponible

    96,61 €