Login
Register
Reset Password
Publish & Distribute
Publishing Solutions
Distribution Solutions
Subjects
Architecture and Design
Arts
Business and Economics
Chemistry
Classical and Ancient Near Eastern Studies
Computer Sciences
Cultural Studies
Engineering
General Interest
Geosciences
History
Industrial Chemistry
Jewish Studies
Law
Library and Information Science, Book Studies
Life Sciences
Linguistics and Semiotics
Literary Studies
Materials Sciences
Mathematics
Medicine
Music
Pharmacy
Philosophy
Physics
Social Sciences
Sports and Recreation
Theology and Religion
Publications
Journals
Books
Proceedings
Publishers
Blog
Contact
Search
EUR
USD
GBP
English
English
Deutsch
Polski
Español
Français
Italiano
Cart
Home
Journals
Econometrics
Volume 25 (2021): Issue 3 (September 2021)
Open Access
The Absence of Arbitrage on the Complete Black-Scholes-Merton Regime-Switching Lévy Market
Anna Sulima
Anna Sulima
| Oct 08, 2021
Econometrics
Volume 25 (2021): Issue 3 (September 2021)
About this article
Previous Article
Next Article
Abstract
References
Authors
Articles in this Issue
Preview
PDF
Cite
Share
Published Online:
Oct 08, 2021
Page range:
72 - 84
DOI:
https://doi.org/10.15611/eada.2021.3.04
Keywords
Lévy process
,
regime-switching
,
arbitrage
,
martingale measure
© 2021 Anna Sulima, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.