【作者(必填)】
FRED ESPEN BENTH

Department of Mathematics, University of Oslo, P. O. Box 1053, Blindern, Oslo, N-0316, Norway

SALVADOR ORTIZ-LATORRE

Department of Mathematics, University of Oslo, P. O. Box 1053, Blindern, Oslo, N-0316, Norway

【文题(必填)】A CHANGE OF MEASURE PRESERVING THE AFFINE STRUCTURE IN THE BARNDORFF-NIELSEN AND SHEPHARD MODEL FOR COMMODITY MARKETS


【年份(必填)】2015


【全文链接或数据库名称(选填)】https://doi.org/10.1142/S0219024915500387