First steps towards an equilibrium theory for Lévy financial markets (Q470675)

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scientific article; zbMATH DE number 6368981
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English
First steps towards an equilibrium theory for Lévy financial markets
scientific article; zbMATH DE number 6368981

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    First steps towards an equilibrium theory for Lévy financial markets (English)
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    12 November 2014
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    financial equilibrium
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    continuous-time financial markets
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    derivative pricing
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    Lévy process
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    nonstandard analysis
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    representative-agent models
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