Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Boris Leblanc ; Marc Yor
| Year of publication: |
1998
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|---|---|
| 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
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| Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001247134