First steps towards an equilibrium theory for Lévy financial markets
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Publication:470675
DOI10.1007/s10436-012-0202-5zbMath1298.91200WikidataQ57542978 ScholiaQ57542978MaRDI QIDQ470675
Publication date: 12 November 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-012-0202-5
nonstandard analysis; Lévy process; financial equilibrium; derivative pricing; continuous-time financial markets; representative-agent models
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