Publications in Scientific Journals:
F. Hubalek, C. Sgarra:
"On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps";
Stochastic Processes and Their Applications,
119
(2009),
7;
2137
- 2157.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1016/j.spa.2008.10.005
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Created from the Publication Database of the Vienna University of Technology.