Browsing by Author Wong, Bernard
Showing results 2 to 3 of 3
On changes of measure in stochastic volatility models
Author(s) | Wong, Bernard; Heyde, C C |
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Type | Journal article |
Date Published | 2006 |
Date Created | - |
On the martingale property of stochastic exponentials
Author(s) | Wong, Bernard; Heyde, C C |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
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