"Structure-preserving equivalent martingale measures for ℋ-SII models."

David Criens (2018)

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DOI: 10.1017/JPR.2018.1

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type: Journal Article

metadata version: 2022-10-02

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David Criens:
Structure-preserving equivalent martingale measures for ℋ-SII models. J. Appl. Probab. 55(1): 1-14 (2018)

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