Exponentially affine martingales, affine measure changes and exponential moments of affine processes (Q2267544): Difference between revisions

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Latest revision as of 12:48, 2 July 2024

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Exponentially affine martingales, affine measure changes and exponential moments of affine processes
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    Exponentially affine martingales, affine measure changes and exponential moments of affine processes (English)
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    1 March 2010
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    affine processes
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    exponential martingale
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    uniform integrability
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    change of measure
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    exponential moments
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    generalized Riccati equation
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