The p-Optimal Martingale Measure and Its Asymptotic...

The p-Optimal Martingale Measure and Its Asymptotic Relation with the Minimal-Entropy Martingale Measure

Peter Grandits
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Volume:
5
Language:
english
Journal:
Bernoulli
DOI:
10.2307/3318433
Date:
April, 1999
File:
PDF, 1.62 MB
english, 1999
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