Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework |
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Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (English)
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17 July 2014
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option pricing
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Esscher martingale measure
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mean correcting martingale measure
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fuzzy numbers
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simulations
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