[GLP & MEMM] Pricing Models and Related Problems (Q5487018)
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scientific article; zbMATH DE number 5054820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | [GLP & MEMM] Pricing Models and Related Problems |
scientific article; zbMATH DE number 5054820 |
Statements
[GLP & MEMM] Pricing Models and Related Problems (English)
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18 September 2006
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geometric Lévy process
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relative entropy
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minimal entropy martingale measure
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stable process
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calibration
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