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5 - Martingale Representations and Girsanov Transformations
- from Part I - Point Processes
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- Book:
- Point Processes and Jump Diffusions
- Published online:
- 27 May 2021
- Print publication:
- 17 June 2021, pp 43-55
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Asymmetric COGARCH processes
- Part of
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue A / December 2014
- Published online by Cambridge University Press:
- 30 March 2016, pp. 161-173
- Print publication:
- December 2014
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- Article
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