Published June 30, 2004 | Version v1
Journal article

Existence and uniqueness of martingale measures in exponential Levy models

  • 1. M.V. Lomonosov Moscow State University, Moscow (Russian Federation)

Description

no abstract available

Availability note (English)

Available from http://dx.doi.org/10.1070/RM2004v059n03ABEH000753

Additional details

Publishing Information

Journal Title
Russian Mathematical Surveys
Journal Volume
59
Journal Issue
3
Journal Page Range
p. 587-588
ISSN
0036-0279
CODEN
RMSUAF

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
40077456
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Resource subtype / Literary indicator
No Abstract
Descriptors DEI
MATHEMATICAL LOGIC; MATHEMATICAL MODELS; MEASURE THEORY
Descriptors DEC
MATHEMATICS

Optional Information

Notes
Abstract only