On changes of measure in stochastic volatility models

Journal of Applied Mathematics and Stochastic Analysis

Volumn 2006, Issue , 2006, Pages

  Wong, Bernard ^b   Heyde, Chris C ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 55249123831     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/JAMSA/2006/18130     Document Type: Article

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