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