Non-Gaussian Merton-Black-Scholes Theory
Svetlana I. Boyarchenko, Sergei Z. Levendorskii
not for the ordinary practitioner. requires great mathematical maturity but if one can stand the challenge, it will open the eyes of the readers to newer and more interesting models in mathematical finance. it is too early to start developing applications since numerical techniques for levy processes have yet to be develop.
But that is the way science works
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The book removed at the request of the copyright holder.
