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~person:"Ben Salah, Zied"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Ben Salah, Zied
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The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model
Momeya, Romuald Hervé
;
Ben Salah, Zied
- In:
Asia-Pacific financial markets
19
(
2012
)
1
,
pp. 63-98
Persistent link: https://www.econbiz.de/10009532269
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