Implied price processes anchored in statistical realizations
type: Item
instance of: scholarly article
title: Implied price processes anchored in statistical realizations
zbMATH Open document ID: 1500.91138
author: Dilip B. Madan
author: K.-H. Wang
published in: Frontiers of Mathematical Finance
publication date: 2022-10-19T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7604120
zbMATH Keywords: equivalent Lévy processes
zbMATH Keywords: V-shaped measure change
zbMATH Keywords: valuation equilibria
MaRDI profile type: Publication
full work available at URL: fmf.2021008
OpenAlex ID: W4285721383
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DOI: 10.3934/FMF.2021008
description: scientific article; zbMATH DE number 7604120