Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Year of publication: |
1998
|
---|---|
Authors: | Leblanc, Boris |
Other Persons: | Yor, Marc (contributor) |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 4, p. 399-408
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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