On the minimal entropy martingale measure for Lévy processes
نویسندگان
چکیده
منابع مشابه
Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process
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ژورنال
عنوان ژورنال: Stochastics
سال: 2019
ISSN: 1744-2508,1744-2516
DOI: 10.1080/17442508.2019.1693571