The minimal martingale measure for jump diffusion processes and its properties (Q2918220)
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scientific article; zbMATH DE number 6091854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The minimal martingale measure for jump diffusion processes and its properties |
scientific article; zbMATH DE number 6091854 |
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5 October 2012
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option pricing
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jump diffusion model
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minimal martingale measure
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The minimal martingale measure for jump diffusion processes and its properties (English)
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