Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
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Bibliographic Information
Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
（Series in quantitative finance, v. 3）
Imperial College Press , Distributed by World Scientific, c2012
- : hbk
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Includes bibliographical references (p. 173-179) and index