The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks
Year of publication: |
2014
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Authors: | Dhaene, Jan |
Other Persons: | Stassen, Ben (contributor) ; Devolder, Pierre (contributor) ; Vellekoop, Michel (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Martingal | Martingale | Entropie | Entropy | Theorie | Theory | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 5, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2489055 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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