On the Martingale Measures in Exponential Lévy Models

On the Martingale Measures in Exponential Lévy Models

Selivanov, A. V.
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Volume:
49
Language:
english
Journal:
Theory of Probability & Its Applications
DOI:
10.1137/s0040585x97981032
Date:
January, 2005
File:
PDF, 221 KB
english, 2005
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