Momentum and reversion in risk neutral martingale probabilities (Q5245350)
From MaRDI portal
scientific article; zbMATH DE number 6423397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Momentum and reversion in risk neutral martingale probabilities |
scientific article; zbMATH DE number 6423397 |
Statements
Momentum and reversion in risk neutral martingale probabilities (English)
0 references
8 April 2015
0 references
continuous-time models
0 references
derivative pricing models
0 references
equity options
0 references
financial modelling
0 references
Lévy process
0 references
Markov processes
0 references
methodology of pricing derivatives
0 references
non-Gaussian option pricing
0 references
0 references
