2024-03-29T12:04:59Z
https://oai.zbmath.org/v1/
oai:zbmath.org:5578970
2009-07-15T14:41:52Z
60
91
Pavel Gapeev (London)
Hubalek, Friedrich; Sgarra, Carlo
2009
5578970
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/05578970
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Stochastic Processes Appl. 119, No. 7, 2137-2157 (2009).
60J75; 60J25; 60G44; 60H10; 91B70
On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps
j