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The minimal martingale measure of the price process with Poisson shot noise jumps

Release time:2021-04-09  Hits:

  • Affiliation of Author(s):数学学院
  • Journal:Communications on stochastic analysis
  • First Author:YJ
  • Indexed by:应用基础研究
  • Volume:5(4)
  • Page Number:671-681
  • Translation or Not:no
  • Date of Publication:2011-01-01
Pre One: The minimal entropy martingale measure of a jump process influenced by jump times

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