Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions |
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Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (English)
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21 August 2002
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stochastic calculus
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wealth balance
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