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Minimal martingale measures for jump diffusion processes
Takuji Arai
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Article
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peer-review
13
Citations (Scopus)
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Mathematics
Minimal Martingale Measure
100%
Incomplete Markets
85%
Jump-diffusion Process
80%
Market Model
78%
Stock Prices
78%
Fluctuations
55%
Calculate
45%
Strategy
41%
Model
19%
Business & Economics
Minimal Martingale Measure
97%
Jump-diffusion Process
77%
Incomplete Markets
67%
Fluctuations
62%
Market Model
59%
Stock Prices
47%