The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps
| Year of publication: |
2005
|
|---|---|
| Authors: | Benth, Fred Espen ; Meyer-Brandis, Thilo |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 9.2005, 4, p. 563-576
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