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Symmetry and duality in Lévy markets - MaRDI portal

Symmetry and duality in Lévy markets (Q5484646)

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scientific article; zbMATH DE number 5047895
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English
Symmetry and duality in Lévy markets
scientific article; zbMATH DE number 5047895

    Statements

    title
    Symmetry and duality in Lévy markets (English)
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    author
    José Fajardo
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    Ernesto Mordecki
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    publication date
    21 August 2006
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    zbMATH Keywords
    Lévy processes
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    girsanov theorem
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    smile
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    numeraire
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    duality
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    symmetry
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    49N15
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    60H10
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    60H30
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    91B26
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    zbMATH DE Number
    5047895
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    OpenAlex ID
    W2089933296
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