On the Minimal Entropy Martingale Measure

The Annals of Probability 2002 / 07 Vol. 30; Iss. 3

On the Minimal Entropy Martingale Measure

Peter Grandits and Thorsten Rheinländer
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Volume:
30
Language:
english
Journal:
The Annals of Probability
DOI:
10.2307/1558791
Date:
July, 2002
File:
PDF, 2.48 MB
english, 2002
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