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The minimal entropy martingale measure of a jump process influenced by jump times

Release time:2021-04-09  Hits:

  • Affiliation of Author(s):数学学院
  • Journal:STATISTICS & PROBABILITY LETTERS
  • Co-author:高付清
  • First Author:YJ
  • Indexed by:应用基础研究
  • Volume:83(1)
  • Page Number:83-88
  • ISSN No.:0167-7152
  • Translation or Not:no
  • Date of Publication:2013-01-01
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