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RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS - MaRDI portal

RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594)

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scientific article; zbMATH DE number 5685867
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English
RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS
scientific article; zbMATH DE number 5685867

    Statements

    title
    RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (English)
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    author
    Anna Gerardi
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    Paola Tardelli
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    publication date
    22 March 2010
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    zbMATH Keywords
    price process
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    marked point process
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    pricing problem
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    91B25
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    60G55
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    60G48
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    zbMATH DE Number
    5685867
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