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Exponential models by Orlicz spaces and applications
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- Journal:
- Journal of Applied Probability / Volume 55 / Issue 3 / September 2018
- Published online by Cambridge University Press:
- 16 November 2018, pp. 682-700
- Print publication:
- September 2018
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Pricing European options with stochastic volatility under the minimal entropy martingale measure
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- Journal:
- European Journal of Applied Mathematics / Volume 27 / Issue 2 / April 2016
- Published online by Cambridge University Press:
- 20 October 2015, pp. 233-247
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