Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (Q1265771): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s007800050047 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2089316030 / rank | |||
Normal rank | |||
Latest revision as of 00:41, 20 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 |
Statements
Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (English)
0 references
8 April 1999
0 references
Lévy processes
0 references
martingales with stationary increments
0 references
forward-start-options
0 references
