Pages that link to "Item:Q1639665"
From MaRDI portal
The following pages link to Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665):
Displaying 4 items.
- A note on the mean correcting martingale measure for geometric Lévy processes (Q628236) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Structure-preserving equivalent martingale measures for ℋ-SII models (Q4684922) (← links)