{"product_id":"option-pricing-in-incomplete-markets-modeling-based-on-geometric-levy-processes-and-minimal-entropy-martingale-measures-hardcover","title":"Option Pricing in Incomplete Markets: Modeling Based on Geometric l'Evy Processes and Minimal Entropy Martingale Measures - Hardcover","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eYoshio Miyahara\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003eThis volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The  GLP \u0026amp; MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric L vy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure.This volume also presents the calibration procedure of the  GLP \u0026amp; MEMM] model that has been widely used in the application of practical problems.\u003c\/p\u003e\u003ch3\u003eFront Jacket\u003c\/h3\u003e\u003cp\u003eThis volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP \\\u0026amp; MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Lvy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure. \u003c\/p\u003e\u003cp\u003e This volume also presents the calibration procedure of the [GLP \\\u0026amp; MEMM] model that has been widely used in the application of practical problems.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 200\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.7 x 9 x 6 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e December 01, 2011\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":52480508330291,"sku":"9781848163478","price":165.76,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0300\/5595\/6612\/files\/bGZDdmoraWJzSVJEb05PYmxvaDVuQT09.webp?v=1759721427","url":"https:\/\/www.vysn.com\/products\/option-pricing-in-incomplete-markets-modeling-based-on-geometric-levy-processes-and-minimal-entropy-martingale-measures-hardcover","provider":"VYSN","version":"1.0","type":"link"}