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Option Pricing in Incomplete Markets: Modeling Based on Geometric Levy Processes and Minimal Entropy Martingale Measures

102.49 EUR 96.56 EUR 6% Off

Dieses Buch taucht ein in die Theorie der Optionsbewertung bei unvollständigen Märkten, erklärt geometrische Lévy-Prozesse und minimalen Entropie-Märkte als Basis für robuste Preismodelle.

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