The equivalent martingale measure conditions in a general model for interest rates

Authors
Hamza, Kais Jacka, Saul Klebaner, Fima
Citation
Hamza, Kais et al., The equivalent martingale measure conditions in a general model for interest rates, Advances in applied probability , 37(1), 2005, pp. 415-434
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
37
Issue
1
Year of publication
2005
Pages
415 - 434
Database
ACNP
SICI code