On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model - 惯性聚合

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On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model

Yuri Kabanov, Mikhail A. Sonin · 2025-01-05 · via math.PR updates on arXiv.org

此内容由惯性聚合(RSS阅读器)自动聚合整理，仅供阅读参考。原文来自 — 版权归原作者所有。