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JOURNALS // Uspekhi Matematicheskikh Nauk // Archive

Uspekhi Mat. Nauk, 2004 Volume 59, Issue 3(357), Pages 179–180 (Mi rm753)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Existence and uniqueness of martingale measures in exponential Lévy models

A. V. Selivanov

M. V. Lomonosov Moscow State University

MSC: 91B28, 60G44

Accepted: 01.04.2004

DOI: 10.4213/rm753


 English version:
Russian Mathematical Surveys, 2004, 59:3, 587–588

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© Steklov Math. Inst. of RAS, 2026