Option pricing for symmetric Lévy returns with applications (Q2398586): Difference between revisions

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+.1554
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+Option Pricing With V. G. Martingale Components<sup>1</sup>
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+Pricing contingent claims on stocks driven by Lévy processes
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+Financial Modelling with Jump Processes
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+On the range of options prices
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+Symmetry and duality in Lévy markets
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+The minimal entropy martingale measures for geometric Lévy processes
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+Changes of numéraire, changes of probability measure and option pricing
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+Minimax and minimal distance martingale measures and their relationship to portfolio optimization
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+Financial Data Analysis with Two Symmetric Distributions
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+Option pricing for log-symmetric distributions of returns
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+The Variance Gamma Process and Option Pricing
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