Pages that link to "Item:Q628236"
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The following pages link to A note on the mean correcting martingale measure for geometric Lévy processes (Q628236):
Displaying 7 items.
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- Option pricing by mean correcting method for non-Gaussian Lévy processes (Q381063) (← links)
- Correction to: ``Cylindrical martingale problems associated with Lévy generators'' (Q785426) (← links)
- An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (Q1782016) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- (Q3655477) (← links)