The minimal entropy martingale measures for exponential additive processes
Year of publication: |
2009
|
---|---|
Authors: | Fujiwara, Tsukasa |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 16.2009, 1, p. 65-95
|
Subject: | Martingal | Martingale | Kapitalmarkttheorie | Financial economics |
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