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Auteurs principaux: Kabanov, Yuri, Sonin, Mikhail A.
Format: Preprint
Publié: 2025
Sujets:
Accès en ligne:https://arxiv.org/abs/2501.02396
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author Kabanov, Yuri
Sonin, Mikhail A.
author_facet Kabanov, Yuri
Sonin, Mikhail A.
contents We consider a stochastic volatility model where the price evolution depend on the exponential of the Ornstein--Uhlenbeck process. After a brief revision of the related theory the entropy-minimal equivalent martingale measure. is calculated.
format Preprint
id arxiv_https___arxiv_org_abs_2501_02396
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model
Kabanov, Yuri
Sonin, Mikhail A.
Probability
Mathematical Finance
60G44
We consider a stochastic volatility model where the price evolution depend on the exponential of the Ornstein--Uhlenbeck process. After a brief revision of the related theory the entropy-minimal equivalent martingale measure. is calculated.
title On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model
topic Probability
Mathematical Finance
60G44
url https://arxiv.org/abs/2501.02396