On the Martingale Measures in Exponential Lévy Models (Q5700632)
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scientific article; zbMATH DE number 2220520
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On the Martingale Measures in Exponential Lévy Models |
scientific article; zbMATH DE number 2220520 |
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On the Martingale Measures in Exponential Lévy Models (English)
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28 October 2005
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fundamental theorem of asset pricing
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sigma-martingale measure
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uniformly integrable martingale measure
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0.9529754
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0.91922027
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0.9168716
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0.9165194
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0.91211903
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