keyword Minimal Entropy Martingale Measure / (1 Article)
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Corresponding Author : Tahmasebi، Maryam ؛ Writer : Yari، Gholam Hossein ؛
Journal:Advances in Mathematical Finance and Applications»Autumn 2020, Volume 5 - Issue 4 ، ب (Ministry of Science/ISC (21 page(s) - From 44 to 64 )
Keywords:Minimal Entropy Martingale MeasureRisk measurementImplied volatilityExponential Levy ProcessMonte-Carlo
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| Journal Advances in Mathematical Finance and Applications 1 |
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