Pricing contingent claims on stocks diven by Lévy processes

Mathematics

• Measures 100%
• Lvy Process 33%
• Contingent Claim 33%
• Relative Entropy 33%
• Schweizer 33%
• Brownian Motion Model 16%
• Geometric Brownian Motion 16%
• Martingale Measure 16%
• Option Pricing 16%
• Equivalent Martingale Measure 16%
• Unique Equivalent Martingale Measure 16%
• Noise Process 16%
• Price Process 16%
• Transforms 16%

Economics, Econometrics and Finance

• Contingent Pricing 33%
• Stock 33%
• Levy Process 16%
• Options 16%
• Market 16%
• Price 16%