MINIMAL ENTROPY-HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS
Year of publication: |
2005
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---|---|
Authors: | Choulli, Tahir ; Stricker, Christophe |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 15.2005, 3, p. 465-490
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Publisher: |
Wiley Blackwell |
Saved in:
freely available
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