Existence and uniqueness of martingale measures in exponential L\'evy models
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 59 (2004) no. 3, pp. 587-588
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@article{RM_2004_59_3_a18,
author = {A. V. Selivanov},
title = {Existence and uniqueness of martingale measures in exponential {L\'evy} models},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {587--588},
publisher = {mathdoc},
volume = {59},
number = {3},
year = {2004},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2004_59_3_a18/}
}
TY - JOUR AU - A. V. Selivanov TI - Existence and uniqueness of martingale measures in exponential L\'evy models JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2004 SP - 587 EP - 588 VL - 59 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/RM_2004_59_3_a18/ LA - en ID - RM_2004_59_3_a18 ER -
A. V. Selivanov. Existence and uniqueness of martingale measures in exponential L\'evy models. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 59 (2004) no. 3, pp. 587-588. http://geodesic.mathdoc.fr/item/RM_2004_59_3_a18/