"Option Pricing With Application of Levy Processes and the Minimal Variance ..."

Piotr Nowak, Michal Pawlowski (2017)

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DOI: 10.1109/TFUZZ.2016.2637372

access: closed

type: Journal Article

metadata version: 2020-05-12

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Piotr Nowak, Michal Pawlowski:
Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty. IEEE Trans. Fuzzy Syst. 25(2): 402-416 (2017)

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