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Derivat
minimal martingale measure
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variance-optimal martingale measure
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Bermin, Hans-Peter
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Centanni, Silvia
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International journal of theoretical and applied finance
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Kelly trading and option Pricing
Bermin, Hans-Peter
;
Holm, Magnus
-
2019
Persistent link: https://www.econbiz.de/10012289531
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2
Monte Carlo derivative pricing with partial information in a class of doubly stochastic poisson processes with marks
Centanni, Silvia
;
Minozzo, Marco
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624500
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