Yoshio Miyahara – författare
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2 produkter
OPTION PRICING IN INCOMPLETE MARKETS: MODELING BASED ON GEOMETRIC L'EVY PROCESSES AND MINIMAL ENTROPY MARTINGALE MEASURES
Inbunden, 2011
1331 kr
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This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Lévy process (GLP) is a typical …
RISK SENSITIVE VALUE MEASURE METHOD: A NEW METHOD OF PROJECT EVALUATION
Inbunden, 2025
1246 kr
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What is the most effective method for project evaluation? While the standard Net Present Value (NPV) method is widely used for its simplicity, it has notable limitations: it insufficiently accounts for the random complexity of cash flows and fails to capture the flexibility inherent in project …
