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  • Search: subject:"Esscher martingale measure"
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Entropie 1 Entropy 1 Esscher martingale measure 1 Incomplete market 1 Lévy process 1 Martingal 1 Martingale 1 Merton model 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Stochastic process 1 Stochastischer Prozess 1 Unvollkommener Markt 1 conditional value-at-risk 1 fast Fourier transform 1 incomplete market 1 minimal entropy martingalemeasure 1 value-at-risk 1 variance gamma model 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Salhi, Khaled 1
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International journal of financial engineering 1
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ECONIS (ZBW) 1
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Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
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