Browsing Closed by Author "Novikov, A."

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Browsing Closed by Author "Novikov, A."

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  • Novikov, A.; Miyahara, Y. (MAIK Nauka/Interperiod, 2002)
    We consider models for stock prices that relate to random processes with independent homogeneous increments (Levy processes). These models are arbitrage-free but correspond to an incomplete financial market. There are ...