General theory of geometric Lévy models for dynamic asset pricing (Q5345963): Difference between revisions

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+LÉVY SIMPLE STRUCTURAL MODELS
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+Dam rain and cumulative gain
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+Pricing contingent claims on stocks driven by Lévy processes
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+On the range of options prices
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+Hyperbolic distributions in finance
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+Term Structure Models Driven by General Levy Processes
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+Lévy term structure models: no-arbitrage and completeness
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+Minimal entropy preserves the Lévy property: how and why
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+The minimal entropy martingale measures for geometric Lévy processes
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
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+Equilibrium asset pricing: with non-Gaussian factors and exponential utilities
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+Option Pricing With V. G. Martingale Components<sup>1</sup>
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+The Variance Gamma Process and Option Pricing
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+Option pricing when underlying stock returns are discontinuous
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