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Journal description
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Details for article 9 of 13 found articles
| Title: |
On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps |
| Author: |
Hubalek, Friedrich Sgarra, Carlo |
| Appeared in: |
Stochastic processes and their applications |
| Paging: | Volume 119 (2009) nr. 7 pages 21 p. |
| Year: |
2009 |
| Contents: | |
| Publisher: |
Elsevier B.V. |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 9 of 13 found articles
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