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Publication:2762115
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zbMath1047.91028MaRDI QIDQ2762115

Mark H. A. Davis

Publication date: 11 August 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

surveyfinancial marketsmathematical finance


Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Future perspectives in mathematics (01A67)


Related Items (5)

CAPACITY INVESTMENT, PRICING, AND PRODUCTION ALLOCATION ACROSS INTERNATIONAL MARKETS WITH EXCHANGE RATE UNCERTAINTY ⋮ A fuzzy approach to option pricing in a Levy process setting ⋮ Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework ⋮ Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure ⋮ Computing option price for Lévy process with fuzzy parameters







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