Pricing and completion in a Lévy market model with Teugel martingales (Q4923612)
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scientific article; zbMATH DE number 6166074
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| English | Pricing and completion in a Lévy market model with Teugel martingales |
scientific article; zbMATH DE number 6166074 |
Statements
24 May 2013
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chaotic representation
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Lévy processes
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market completion
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Teugel martingales
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0.8626339435577393
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0.7641096711158752
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0.7545316219329834
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0.7528616189956665
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