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General theory of geometric Lévy models for dynamic asset pricing - MaRDI portal

General theory of geometric Lévy models for dynamic asset pricing (Q5345963)

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scientific article; zbMATH DE number 6726832
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English
General theory of geometric Lévy models for dynamic asset pricing
scientific article; zbMATH DE number 6726832

    Statements

    title
    General theory of geometric Lévy models for dynamic asset pricing (English)
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    author
    Dorje C. Brody
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    Lane P. Hughston
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    Ewan MacKie
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    publication date
    7 June 2017
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G51
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    60H30
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    zbMATH DE Number
    6726832
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    OpenAlex ID
    W2155538173
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    Wikidata QID
    Q62272437
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    arXiv ID
    1111.2169
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