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  Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process

  Corresponding Author : Tahmasebi، Maryam ؛ Writer : Yari، Gholam Hossein ؛

  Journal:Advances in Mathematical Finance and Applications»Autumn 2020, Volume 5 - Issue 4 Ranking ب (Ministry of Science/ISC (‎21 page(s) - From 44 to 64 )

  Keywords:Minimal Entropy Martingale MeasureRisk measurementImplied volatilityExponential Levy ProcessMonte-Carlo

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