A CHANGE OF MEASURE PRESERVING THE AFFINE STRUCTURE IN THE BARNDORFF-NIELSEN AND SHEPHARD MODEL FOR COMMODITY MARKETS
BENTH, FRED ESPEN, ORTIZ-LATORRE, SALVADORVolume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024915500387
Date:
September, 2015
File:
PDF, 651 KB
english, 2015