"Application of Levy processes and Esscher transformed martingale measures ..."

Piotr Nowak, Maciej Romaniuk (2014)

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DOI: 10.1016/J.CAM.2013.11.031

access: open

type: Journal Article

metadata version: 2021-02-16

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Piotr Nowak, Maciej Romaniuk:
Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework. J. Comput. Appl. Math. 263: 129-151 (2014)

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