1. 题目：The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps
作者：Fred Espen Benth and Thilo Meyer-Brandis
期刊：Finance and Stochastics Volume 9, Issue 4, pp. 563-575 (2005)
链接：http://www.springerlink.com/content/pl51v622j7761q01/