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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Swiss Finance Institute Research Paper"
~person:"Stricker, Christophe"
~subject:"Martingal"
~subject:"Mathematische Optimierung"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Swiss Finance Institute Research Paper
Finance and stochastics
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More on minimal entropy-Hellinger martingale measure
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
Saved in:
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Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
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