CONVERGENCE OF MINIMUM ENTROPY OPTION PRICES FOR WEAKLY CONVERGING INCOMPLETE MARKET MODELS
HUBALEK, FRIEDRICH, HUDETZ, THOMASVolume:
3
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024900000577
Date:
July, 2000
File:
PDF, 77 KB
english, 2000