Exponentially affine martingales, affine measure changes and exponential moments of affine processes (Q2267544)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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