Pages that link to "Item:Q2389225"

The following pages link to On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225):

Displayed 2 items.

• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) ‎ (← links)
• On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) ‎ (← links)