Equivalent martingale measures for Lévy processes.
Önalan, Ömer
Acta Universitatis Apulensis. Mathematics - Informatics, Tome 15 (2008), p. 119-132 / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:233382 
@article{05696794,
     title = {Equivalent martingale measures for L\'evy processes.},
     journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
     volume = {15},
     year = {2008},
     pages = {119-132},
     zbl = {1194.91206},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05696794}
}

Önalan, Ömer. Equivalent martingale measures for Lévy processes.. Acta Universitatis Apulensis. Mathematics - Informatics, Tome 15 (2008) pp. 119-132. http://gdmltest.u-ga.fr/item/05696794/