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On the entropy-minimal martingale measure in the exponential Ornstein–Uhlenbeck stochastic volatility model

Crossref DOI link: https://doi.org/10.1007/s10479-025-06941-w

Published Online: 2025-11-19

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Kabanov, Yuri https://orcid.org/0000-0002-6275-1112
Sonin, Mikhail A.
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Text and Data Mining valid from 2025-11-19

Version of Record valid from 2025-11-19
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Article History

Received: 17 July 2024

Accepted: 3 November 2025

First Online: 19 November 2025

Declarations

:

: The authors declare no conflict of interest.