%0 Journal Article %1 journals/fs/BenthM05 %A Benth, Fred E. %A Meyer-Brandis, Thilo %D 2005 %J Finance and Stochastics %K dblp %N 4 %P 563-575 %T The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps. %U http://dblp.uni-trier.de/db/journals/fs/fs9.html#BenthM05 %V 9

@article{journals/fs/BenthM05, added-at = {2018-11-30T00:00:00.000+0100}, author = {Benth, Fred E. and Meyer-Brandis, Thilo}, biburl = {https://www.bibsonomy.org/bibtex/2d23b65a0f4467e81bdf7f31773f35e0c/dblp}, ee = {https://doi.org/10.1007/s00780-005-0161-z}, interhash = {a7089c7e6273cefb5b4beeb1d5b47b1f}, intrahash = {d23b65a0f4467e81bdf7f31773f35e0c}, journal = {Finance and Stochastics}, keywords = {dblp}, number = 4, pages = {563-575}, timestamp = {2018-12-01T12:22:43.000+0100}, title = {The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps.}, url = {http://dblp.uni-trier.de/db/journals/fs/fs9.html#BenthM05}, volume = 9, year = 2005 }