Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (Q1265771): Difference between revisions
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Revision as of 02:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy processes in finance: A remedy to the non-stationarity of continuous martingales |
scientific article |
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Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (English)
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8 April 1999
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Lévy processes
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martingales with stationary increments
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forward-start-options
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