Pricing contingent claims on stocks diven by Lévy processes

Mathematics

• Brownian Motion Model 50%
• Contingent Claim 100%
• Equivalent Martingale Measure 50%
• Esscher transform 50%
• Geometric Brownian Motion 50%
• Martingale Measure 50%
• Natural Analog 50%
• Noise Process 50%
• Option Pricing 50%
• Price Process 50%
• Relative Entropy 100%
• Schweizer 100%
• Unique Equivalent Martingale Measure 50%

INIS

• brownian movement 50%
• entropy 100%
• geometry 100%
• market 50%
• natural analogue 50%
• noise 50%
• prices 50%
• randomness 50%
• size 50%
• stocks 100%