Momentum and reversion in risk neutral martingale probabilities (Q5245350)
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scientific article; zbMATH DE number 6423397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Momentum and reversion in risk neutral martingale probabilities |
scientific article; zbMATH DE number 6423397 |
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Momentum and reversion in risk neutral martingale probabilities (English)
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8 April 2015
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continuous-time models
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derivative pricing models
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equity options
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financial modelling
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Lévy process
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Markov processes
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methodology of pricing derivatives
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non-Gaussian option pricing
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