Mean correcting martingale measure for exponential semimartingale market models (Q5209067)
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scientific article; zbMATH DE number 7155581
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| English | Mean correcting martingale measure for exponential semimartingale market models |
scientific article; zbMATH DE number 7155581 |
Statements
22 January 2020
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semimartingale
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mean correcting martingale measure
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option pricing
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0.8935166001319885
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0.8611450791358948
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0.8351792693138123
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0.753935694694519
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0.7514700293540955
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