Narrow search
Showing 1 - 5 of 5
Cover Image
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio; Moriwaki, Naruhiko - In: Recent advances in financial engineering : proceedings …, (pp. 119-133). 2009
Persistent link: https://www.econbiz.de/10003871176
Cover Image
Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
Miyahara, Yoshio - 2012
Persistent link: https://www.econbiz.de/10009426688
Cover Image
[Geometric Lévy process & MEMM] pricing model and related estimation problems
Miyahara, Yoshio - In: Asia-Pacific financial markets 8 (2001) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10001601030
Cover Image
Minimal entropy martingale measures of jump type price processes in incomplete assets markets
Miyahara, Yoshio - In: Asia-Pacific financial markets 6 (1999) 2, pp. 97-113
Persistent link: https://www.econbiz.de/10001449305
Cover Image
Geometric Lévy process pricing model
Miyahara, Yoshio; Novikov, Alex - 2001
Persistent link: https://www.econbiz.de/10001732779