Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty

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

Abstract

Abstract is missing.