Martingale property for the Scott correlated stochastic volatility model
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Publication:6274524
arXiv1606.03645MaRDI QIDQ6274524
Khadija Akdim, Mouna Haddadi, M'hamed Eddahbi
Publication date: 11 June 2016
arXiv1606.03645MaRDI QIDQ6274524
Khadija Akdim, Mouna Haddadi, M'hamed Eddahbi
Publication date: 11 June 2016