Description

• Title:
  Application of Levy process with jump components for option pricing
• Creator:
  Nowak, Piotr;
  Romaniuk, Maciej
• Description:
  Bibliography p. 18-19;
  Book/Chapter
• Object availability:
  free access
• Rights:
  Creative Commons Attribution BY 4.0 license;
  Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at:;
  - ;
  Open
• Date:
  2003.12.31;
  2003
• Type:
  Text;
  report
• Language:
  English
• Source:
  RB-2003-12
• Publisher:
  Instytut Badań Systemowych. Polska Akademia Nauk;
  Systems Research Institute. Polish Academy of Sciences
• Relation:
  Raport Badawczy = Research Report
• Subject:
  Option pricing;
  Symulacje;
  Martingale theory;
  Wycena opcji;
  Simulation;
  Black scholes model;
  Model blacka scholesa;
  Simulations
• Data provider:
  Repozytorium Cyfrowe Instytutów Naukowych
• Can I use it?:
  seek permission
• Type:
  text