An anticipative stochastic calculus approach to pricing in markets driven by Lévy process (Q2790529)
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: An anticipative stochastic calculus approach to pricing in markets driven by Lévy process |
scientific article; zbMATH DE number 6549855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An anticipative stochastic calculus approach to pricing in markets driven by Lévy process |
scientific article; zbMATH DE number 6549855 |
Statements
4 March 2016
0 references
An anticipative stochastic calculus approach to pricing in markets driven by Lévy process (English)
0 references
