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Russian Mathematical Surveys, 2004, Volume 59, Issue 3, Pages 587–588
DOI: https://doi.org/10.1070/RM2004v059n03ABEH000753 (Mi rm753) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Existence and uniqueness of martingale measures in exponential Lévy models

A. V. Selivanov

M. V. Lomonosov Moscow State University
English version PDF (114 kB) Russian version article
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DOI: https://doi.org/10.1070/RM2004v059n03ABEH000753
Accepted: 01.04.2004
Bibliographic databases:
Document Type: Article
MSC: 91B28, 60G44
Language: English
Original paper language: Russian
Citation: A. V. Selivanov, “Existence and uniqueness of martingale measures in exponential Lévy models”, Russian Math. Surveys, 59:3 (2004), 587–588
Citation in format AMSBIB
\Bibitem{Sel04}
\by A.~V.~Selivanov
\paper Existence and uniqueness of martingale measures in exponential L\'evy models
\jour Russian Math. Surveys
\yr 2004
\vol 59
\issue 3
\pages 587--588
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\crossref{https://doi.org/10.1070/RM2004v059n03ABEH000753}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-8644251977}
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    Abstract page:323
    Russian version PDF:185
    English version PDF:9
    References:43
    First page:3
     
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