مرکز منطقه ای اطلاع رساني علوم و فناوري - Shot-noise processes and the minimal martingale measure

Title of article :

Shot-noise processes and the minimal martingale measure

Author/Authors :

Thorsten Schmidt، نويسنده , , Winfried Stute، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

1332

To page :

1338

Keywords :

Minimal martingale measure , Shot-noise process , Jump diffusion

Journal title :

Statistics and Probability Letters

Serial Year :

2007

Journal title :

Statistics and Probability Letters

Record number :

141039

Link To Document :