Structure-preserving equivalent martingale measures for ℋ-SII models (Q4684922): Difference between revisions

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Revision as of 16:56, 5 March 2024

scientific article; zbMATH DE number 6943623
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English
Structure-preserving equivalent martingale measures for ℋ-SII models
scientific article; zbMATH DE number 6943623

    Statements

    Structure-preserving equivalent martingale measures for ℋ-SII models (English)
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    26 September 2018
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    equivalent martingale measure
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    stochastic volatility model
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    conditionally independent increments
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