Change of measure in a Heston-Hawkes stochastic volatility model (Q6415295)
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scientific article; zbMATH DE number 900550352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change of measure in a Heston-Hawkes stochastic volatility model |
scientific article; zbMATH DE number 900550352 |
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27 October 2022
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math.PR
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q-fin.MF
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