Minimal Hellinger martingale measures of order q
| Year of publication: |
2007
|
|---|---|
| Authors: | Choulli, Tahir ; Stricker, Christophe ; Li, Jia |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 3, p. 399-427
|
| Publisher: |
Springer |
| Subject: | Minimal Hellinger martingale measure | Utility maximization | Minimal martingale measure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613440