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The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Exponential Lévy Model
Momeya, Romuald
;
Salah, Zied
- In:
Asia-Pacific Financial Markets
19
(
2012
)
1
,
pp. 63-98
Persistent link: https://www.econbiz.de/10010866374
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