Risks in Return: a pure Jump Perspective

Helyette Geman and D. Madan
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Helyette Geman: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
D. Madan: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Abstract: The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced L鶹 markets, written by leading scientists in this field.

Keywords: Finance; Market (search for similar items in EconPapers)
Date: 2005
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Published in Exotic Option Pricing and Advanced Levy Models, John Wiley and Sons, 2005

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00144397

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