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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.