Pricing measures, forward measures and semigroups
Year of publication: |
2009
|
---|---|
Authors: | Zhou, Jinke ; Wang, Xiaolu |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 9.2009, 4, p. 411-416
|
Publisher: |
Taylor & Francis Journals |
Subject: | Arbitrage pricing | Derivatives pricing | Markov processes | Jump-diffusion processes |
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