On q-optimal martingale measures in exponential Lévy models
| Year of publication: |
2008
|
|---|---|
| Authors: | Bender, Christian ; Niethammer, Christina |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 3, p. 381-410
|
| Publisher: |
Springer |
| Subject: | Stochastic duality | q-optimal martingale measure | Minimal entropy martingale measure | Lévy processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390702