Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637)
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scientific article; zbMATH DE number 5047888
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| English | Esscher transforms and the minimal entropy martingale measure for exponential Lévy models |
scientific article; zbMATH DE number 5047888 |
Statements
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (English)
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21 August 2006
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Lévy processes
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0.8615086078643799
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0.8576216697692871
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0.8494382500648499
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0.849242091178894
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0.8251559734344482
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