Gaussian moving averages, semimartingales and option pricing. (Q2574617): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:37, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Gaussian moving averages, semimartingales and option pricing. |
scientific article |
Statements
Gaussian moving averages, semimartingales and option pricing. (English)
0 references
29 November 2005
0 references
Gaussian processes
0 references
moving average representation
0 references
semimartingales
0 references
equivalent martingale measure
0 references