A semimartingale BSDE related to the minimal entropy martingale measure
Michael Mania; Marina Santacroce; Revaz Tevzadze
| Year of publication: |
2003
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|---|---|
| Authors: | Mania, Michael ; Santacroce, Marina ; Tevzadze, Revaz |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 3, p. 385-402
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| Subject: | Optionspreistheorie | Option pricing theory | Entropie | Entropy | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001771742