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BibTeX entry
@Article{Arai:2005:SPV,
author = "Takuji Arai",
title = "Some properties of the variance-optimal martingale
measure for discontinuous semimartingales",
journal = j-STAT-PROB-LETT,
volume = "74",
number = "2",
pages = "163--170",
day = "1",
month = sep,
year = "2005",
CODEN = "SPLTDC",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:17:06 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715205001720",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
}
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