Equivalent martingale measures for Lévy processes.
Acta Universitatis Apulensis. Mathematics - Informatics (2008)
- Volume: 15, page 119-132
- ISSN: 1582-5329
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topÖnalan, Ömer. "Equivalent martingale measures for Lévy processes.." Acta Universitatis Apulensis. Mathematics - Informatics 15 (2008): 119-132. <http://eudml.org/doc/233382>.
@article{Önalan2008,
author = {Önalan, Ömer},
journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
keywords = {Lévy processes; equivalent martingale measures; mathematical finance; moment estimation},
language = {eng},
pages = {119-132},
publisher = {"1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics},
title = {Equivalent martingale measures for Lévy processes.},
url = {http://eudml.org/doc/233382},
volume = {15},
year = {2008},
}
TY - JOUR
AU - Önalan, Ömer
TI - Equivalent martingale measures for Lévy processes.
JO - Acta Universitatis Apulensis. Mathematics - Informatics
PY - 2008
PB - "1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics
VL - 15
SP - 119
EP - 132
LA - eng
KW - Lévy processes; equivalent martingale measures; mathematical finance; moment estimation
UR - http://eudml.org/doc/233382
ER -
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