On changes of measure in stochastic volatility models.
Wong, Bernard ; Heyde, C.C.
Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMSA/2006/18130
EUDML-ID : urn:eudml:doc:54625 
@article{05312411,
     title = {On changes of measure in stochastic volatility models.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMSA/2006/18130},
     zbl = {1147.60321},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05312411}
}

Wong, Bernard; Heyde, C.C. On changes of measure in stochastic volatility models.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006) . doi : 10.1155/JAMSA/2006/18130. http://gdmltest.u-ga.fr/item/05312411/