On the Martingale Measures in Exponential Lévy Models
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97981032
Reference8 articles.
1. Stochastic Volatility for Levy Processes
2. Families of Consistent Probability Measures
3. A general version of the fundamental theorem of asset pricing
4. The fundamental theorem of asset pricing for unbounded stochastic processes
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