Equivalent and Absolutely Continuous Measure Changes for
Jump-Diffusion Processes

Patrick Cheridito, Damir Filipovic, Marc Yor

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	1713 - 1732
Fachzeitschrift	Annals of Applied Probability
Jahrgang	15
Publikationsstatus	Veröffentlicht - 1 Feb. 2005

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@article{ce356d7798044a77bc841505a2352da5,

title = "Equivalent and Absolutely Continuous Measure Changes for Jump-Diffusion Processes",

author = "Patrick Cheridito and Damir Filipovic and Marc Yor",

year = "2005",

month = feb,

day = "1",

language = "English",

volume = "15",

pages = "1713 -- 1732",

journal = "Annals of Applied Probability",

issn = "1050-5164",

publisher = "Institute of Mathematical Statistics",

}