Pages that link to "Item:Q862208"
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The following pages link to The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208):
Displayed 2 items.
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model (Q3182399) (← links)