مرکز منطقه ای اطلاع رساني علوم و فناوري - From measure changes to time changes in asset pricing

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 :

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 :