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Delbaen, Freddy; Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 3/4, pp. 159-168

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Fujiwara, Tsukasa - In: Asia-Pacific financial markets 16 (2009) 1, pp. 65-95

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Fujisaki, Masatoshi; Zhang, Dewei - In: Asia-Pacific financial markets 16 (2009) 2, pp. 111-139

In this paper, we shall propose a useful approach to evaluate concretely the MEMM (minimal entropy martingale measure …

Persistent link: https://www.econbiz.de/10003855665

Arai, Takuji; Kawaguchi, Muneki - In: Asia-Pacific financial markets 15 (2008) 3/4, pp. 155-173

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