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"The density process of the minimal entropy martingale measure in a ..."

Fred E. Benth, Thilo Meyer-Brandis (2005)

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DOI: 10.1007/S00780-005-0161-Z

access: closed

type: Journal Article

metadata version: 2020-07-22

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Fred E. Benth, Thilo Meyer-Brandis:
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps. Finance Stochastics 9(4): 563-575 (2005)

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