First steps towards an equilibrium theory for Lévy financial markets (Q470675): Difference between revisions
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Revision as of 00:21, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First steps towards an equilibrium theory for Lévy financial markets |
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First steps towards an equilibrium theory for Lévy financial markets (English)
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12 November 2014
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financial equilibrium
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continuous-time financial markets
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derivative pricing
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Lévy process
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nonstandard analysis
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representative-agent models
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