Equivalent and Absolutely Continuous Measure Changes for Jump-Diffusion Processes

Autor:	Cheridito, Patrick, Filipović, Damir, Yor, Marc
Zdroj:	The Annals of Applied Probability, 2005 Aug 01. 15(3), 1713-1732.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/30038372 Zobrazit plný text záznamu