The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps

✍ Scribed by Fred Espen Benth; Thilo Meyer-Brandis

• Publisher: Springer-Verlag
• Year: 2005
• Tongue: English
• Weight: 154 KB
• Volume: 9
• Category: Article
• ISSN: 0949-2984
• DOI: 10.1007/s00780-005-0161-z