ÖNALAN, Ö. 2009. Martingale measures for NIG Lévy processes with applications to mathematical finance. International Research Journal of Finance and Economics , vol.34 , 56-68.

ÖNALAN, Ö., (2009). Martingale measures for NIG Lévy processes with applications to mathematical finance. International Research Journal of Finance and Economics , vol.34, 56-68.

ÖNALAN, ÖMER. "Martingale measures for NIG Lévy processes with applications to mathematical finance," International Research Journal of Finance and Economics , vol.34, 56-68, 2009

ÖNALAN, ÖMER. "Martingale measures for NIG Lévy processes with applications to mathematical finance." International Research Journal of Finance and Economics , vol.34, pp.56-68, 2009

ÖNALAN, Ö. (2009) . "Martingale measures for NIG Lévy processes with applications to mathematical finance." International Research Journal of Finance and Economics , vol.34, pp.56-68.

@article{article, author={ÖMER ÖNALAN}, title={Martingale measures for NIG Lévy processes with applications to mathematical finance}, journal={International Research Journal of Finance and Economics}, year=2009, pages={56-68} }