Pages that link to "Item:Q1789724"
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The following pages link to Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724):
Displaying 5 items.
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- Computing option price for Lévy process with fuzzy parameters (Q1044156) (← links)
- Geometric approximations to transition densities of jump-type Markov processes (Q2135015) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- (Q3611491) (← links)