Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (Q1265771)
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scientific article; zbMATH DE number 1202612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy processes in finance: A remedy to the non-stationarity of continuous martingales |
scientific article; zbMATH DE number 1202612 |
Statements
Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (English)
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8 April 1999
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Lévy processes
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martingales with stationary increments
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forward-start-options
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0.89068323
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0.8889477
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0.8859837
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0.87951744
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