The mean correcting martingale measures for exponential additive processes (Q320605)
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scientific article; zbMATH DE number 6634290
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| English | The mean correcting martingale measures for exponential additive processes |
scientific article; zbMATH DE number 6634290 |
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The mean correcting martingale measures for exponential additive processes (English)
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6 October 2016
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mean correcting martingale measure
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additive processes
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option pricing
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0.8409923315048218
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0.8351792693138123
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0.8079404830932617
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0.80289226770401
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