Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (Q1265771)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lévy processes in finance: A remedy to the non-stationarity of continuous martingales |
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
