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Pricing measures, forward measures and semigroups - MaRDI portal

Pricing measures, forward measures and semigroups (Q3404098)

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Pricing measures, forward measures and semigroups
scientific article

    Statements

    title
    Pricing measures, forward measures and semigroups (English)
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    author
    Jinke Zhou
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    Xiaolu Wang
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    publication date
    5 February 2010
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    zbMATH Keywords
    arbitrage pricing
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    derivatives pricing
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    Markov processes
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    jump-diffusion processes
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    Identifiers

    zbMATH DE Number
    5667267
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    OpenAlex ID
    W2117727189
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