Shot-noise processes and the minimal martingale measure (Q2643045)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Shot-noise processes and the minimal martingale measure |
scientific article |
Statements
Shot-noise processes and the minimal martingale measure (English)
0 references
23 August 2007
0 references
minimal martingale measure
0 references
shot-noise process
0 references
jump diffusion
0 references