{"product_id":"option-pricing-in-incomplete-markets-yoshio-miyahara-9781848163478","title":"Option Pricing in Incomplete Markets: Modeling Based on Geometric l'Evy Processes and Minimal Entropy Martingale Measures","description":"This 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Yoshio Miyahara\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1848163479\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781848163478\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Imperial College Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/01\/2011\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 200\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.70d","brand":"Yoshio Miyahara","offers":[{"title":"Hardcover","offer_id":43938970501375,"sku":"9781848163478","price":98.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_10a0cf8f-345b-4876-9723-e7ce6d66cf15.jpg?v=1681438744","url":"https:\/\/www.whiterainbookhouse.com\/products\/option-pricing-in-incomplete-markets-yoshio-miyahara-9781848163478","provider":"WR Book House","version":"1.0","type":"link"}