Option pricing in incomplete markets. Modeling based on geometric Lévy processes and minimal entropy martingale measures. (Q3653549)
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scientific article; zbMATH DE number 5651613
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| English | Option pricing in incomplete markets. Modeling based on geometric Lévy processes and minimal entropy martingale measures. |
scientific article; zbMATH DE number 5651613 |
Statements
22 December 2009
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equivalent martingale measures
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Lévy processes
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incomplete market
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0.8468198180198669
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0.8178092241287231
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0.8088007569313049
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0.8002504706382751
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