Minimal entropy martingale measures of jump type price processes in incomplete assets markets
Yoshio Miyahara
| Year of publication: |
1999
|
|---|---|
| Authors: | Miyahara, Yoshio |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 6.1999, 2, p. 97-113
|
| Subject: | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Asia-Pacific financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001449305