# Pricing European options under uncertainty with application of Levy processes and the minimal <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml25" display="inline" overflow="scroll" altimg="si25.gif"><mml:msup><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>q</mml:mi></mml:mrow></mml:msup></mml:math> equivalent martingale measure

> Research article (Journal of Computational and Applied Mathematics, 2018) · cited 13× · AI/ML

**Wikidata**: [openalex:W2810460828](https://www.wikidata.org/wiki/openalex:W2810460828)  
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