On changes of measure in stochastic volatility models.
Journal of Applied Mathematics and Stochastic Analysis (2006)
- Volume: 2006, page Article ID 18130, 13 p.-Article ID 18130, 13 p.
- ISSN: 2090-3332
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topWong, Bernard, and Heyde, C.C.. "On changes of measure in stochastic volatility models.." Journal of Applied Mathematics and Stochastic Analysis 2006 (2006): Article ID 18130, 13 p.-Article ID 18130, 13 p.. <http://eudml.org/doc/54625>.
@article{Wong2006,
author = {Wong, Bernard, Heyde, C.C.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
pages = {Article ID 18130, 13 p.-Article ID 18130, 13 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {On changes of measure in stochastic volatility models.},
url = {http://eudml.org/doc/54625},
volume = {2006},
year = {2006},
}
TY - JOUR
AU - Wong, Bernard
AU - Heyde, C.C.
TI - On changes of measure in stochastic volatility models.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
SP - Article ID 18130, 13 p.
EP - Article ID 18130, 13 p.
LA - eng
UR - http://eudml.org/doc/54625
ER -
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