Structure-preserving equivalent martingale measures for ℋ-SII models (Q4684922): Difference between revisions
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Revision as of 20:56, 19 April 2024
scientific article; zbMATH DE number 6943623
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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