A note on the mean correcting martingale measure for geometric Lévy processes (Q628236)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the mean correcting martingale measure for geometric Lévy processes |
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A note on the mean correcting martingale measure for geometric Lévy processes (English)
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10 March 2011
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European call option
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equivalent martingale measure
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Lévy process
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mean correcting martingale measure
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