A semimartingale BSDE related to the minimal entropy martingale measure
| Year of publication: |
2003
|
|---|---|
| Authors: | Mania, Michael ; Santacroce, Marina ; Tevzadze, Revaz |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 3, p. 385-402
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