Title of article
From measure changes to time changes in asset pricing
Author/Authors
Hélyette Geman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
22
From page
2701
To page
2722
Keywords
Martingale representation , Stochastic clock , Stochastic Volatility , Marketactivity , Nume´raire change
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193788
Link To Document