Equivalent Martingale measures and option pricing in jump-diffusion markets

Yury Dranev
One of the key questions in financial mathematics is the choice of an appropriate model for the financial market. There are a number of models available, such as Geometrical Brownian motion and different types of Levy processes, that are not general enough to reflect all the characteristics of fluctuations in stock price but for which the parameters can be estimated with relative ease. There are more general semimartingale models for which parameter estimation and numerical...
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