Shot-noise processes and the minimal martingale measure

Statistics and Probability Letters

Volumn 77, Issue 12, 2007, Pages 1332-1338

  Schmidt, Thorsten ^a   Stute, Winfried ^b  

^a UNIVERSITY OF LEIPZIG   (Germany)

^b JUSTUS LIEBIG UNIVERSITY   (Germany)

Author keywords

Jump diffusion; Minimal martingale measure; Shot noise process

Indexed keywords

EID: 34249875712     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.03.019     Document Type: Article

References (8)

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