Shot-noise processes and the minimal martingale measure (Q2643045)
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scientific article; zbMATH DE number 5182155
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| English | Shot-noise processes and the minimal martingale measure |
scientific article; zbMATH DE number 5182155 |
Statements
Shot-noise processes and the minimal martingale measure (English)
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23 August 2007
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minimal martingale measure
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shot-noise process
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jump diffusion
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0.9114495515823364
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0.8701193928718567
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0.8671481013298035
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0.8367714285850525
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0.782602071762085
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