Leveraged Lévy processes as models for stock prices (Q2786277)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Leveraged Lévy processes as models for stock prices |
scientific article; zbMATH DE number 5789663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leveraged Lévy processes as models for stock prices |
scientific article; zbMATH DE number 5789663 |
Statements
Leveraged Lévy processes as models for stock prices (English)
0 references
21 September 2010
0 references
arbitrage pricing
0 references
asset allocation
0 references
asset pricing
0 references
computational finance
0 references
0 references
