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"A note on the mean correcting martingale measure for geometric Lévy ..."

Luogen Yao, Gang Yang, Xiangqun Yang (2011)

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DOI: 10.1016/J.AML.2010.11.011

access: closed

type: Journal Article

metadata version: 2017-05-26

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Luogen Yao, Gang Yang, Xiangqun Yang:
A note on the mean correcting martingale measure for geometric Lévy processes. Appl. Math. Lett. 24(5): 593-597 (2011)

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