On A Statistical Information Measure for A Generalized Samuelson-Black-Scholes Model

Statistics and Risk Modeling

Volumn 19, Issue 3, 2001, Pages 289-314

  Stummer, Wolfgang ^a  

^a UNIVERSITY OF ULM   (Germany)

Author keywords

exploding drifts; I divergence; stochastic differential equations

Indexed keywords

EID: 85025247942     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.2001.19.3.289     Document Type: Article

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