1. 题目:Some properties of the variance-optimal martingale measure for discontinuous semimartingales
作者:Arai, Takuji
期刊:Statistics & Probability Letters. Volume 74, Issue 2, pp. 163-170 (2005)
链接:
http://ideas.repec.org/a/eee/stapro/v74y2005i2p163-170.html