scientific article; zbMATH DE number 7366802
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Publication:4996690
zbMath1474.91214MaRDI QIDQ4996690
Publication date: 1 July 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
characteristic functionrisk-neutral measuremeasure transformchooser optionsLévy jump-diffusion processes
Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
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