Geodesic
Random walks with missing summands
Sibirskij žurnal industrialʹnoj matematiki, Tome 16 (2013) no. 4, pp. 21-28

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We consider a new model of the behavior of the cost of a risky asset in which a random walk with missing summands is used, formulas for the computation of the process of fair prices for a financial commitment in the stationary and nonstationary cases are deduced.
Keywords: random walk, martingale measure, Fourier integral
Mots-clés : Esscher transform. 
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     title = {Random walks with missing summands},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {21--28},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2013_16_4_a1/}
}
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G. I. Belyavskii; N. V. Danilova; N. D. Nikonenko. Random walks with missing summands. Sibirskij žurnal industrialʹnoj matematiki, Tome 16 (2013) no. 4, pp. 21-28. http://geodesic.mathdoc.fr/item/SJIM_2013_16_4_a1/