指数Ornstein–Uhlenbeck随机波动率模型中的熵最小鞅测度

On the entropy-minimal martingale measure in the exponential Ornstein–Uhlenbeck stochastic volatility model

Annals of Operations Research · 2025
被引 0
ABS 3
金融数学随机波动率模型鞅定价熵测度