Kabanov, Y., & Sonin, M. A. (2025). On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model.
Cita Chicago Style (17a ed.)Kabanov, Yuri, y Mikhail A. Sonin. On the Entropy Minimal Martingale Measure in the Exponential Ornstein-Uhlenbeck Stochastic Volatility Model. 2025.
Cita MLA (9a ed.)Kabanov, Yuri, y Mikhail A. Sonin. On the Entropy Minimal Martingale Measure in the Exponential Ornstein-Uhlenbeck Stochastic Volatility Model. 2025.
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