Existence and uniqueness of martingale measures in exponential Lévy models (Q4677476)
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scientific article; zbMATH DE number 2170102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of martingale measures in exponential Lévy models |
scientific article; zbMATH DE number 2170102 |
Statements
Existence and uniqueness of martingale measures in exponential Lévy models (English)
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20 May 2005
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financial mathematics
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