Exponential martingales and CIR model (Q3534757)
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scientific article; zbMATH DE number 5361735
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| default for all languages | No label defined |
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| English | Exponential martingales and CIR model |
scientific article; zbMATH DE number 5361735 |
Statements
4 November 2008
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square root processes
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exponential martingales
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Girsanov theorem
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risk premia
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0.7808965444564819
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0.7724575400352478
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0.7570481300354004
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0.7564364671707153
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0.7555142045021057
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