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Shot-noise processes and the minimal martingale measure · Study

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ArticleShot-noise processes and the minimal martingale measure

Thorsten Schmidt2007

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Articlegreen2007

Shot-noise processes and the minimal martingale measure

Thorsten Schmidt · Winfried Stute

20 citations·0/0 files stored·Statistics & Probability Letters

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

1985A Theory of the Term Structure of Interest Rates 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 2005Stochastic Integration and Differential Equations 1998Arbitrage Theory in Continuous Time 2004Arbitrage Theory in Continuous Time 1990Hedging of contingent claims under incomplete information 2005Stochastic Integration and Differential Equations. Second Edition.

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2017Shot-Noise Processes in Finance

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Year2007

Typearticle

Published2007-03-25

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spl.2007.03.019

openalex_workW2056948759

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