Evaluation of the MEMM, parameter estimation and option pricing for geometric Lévy processes
Year of publication: |
2009
|
---|---|
Authors: | Fujisaki, Masatoshi ; Zhang, Dewei |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 16.2009, 2, p. 111-139
|
Subject: | Optionspreistheorie | Option pricing theory | Martingal | Martingale |
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