The minimal entropy martingale measures for exponential additive processes
Tsukasa Fujiwara
| Year of publication: |
2009
|
|---|---|
| Authors: | Fujiwara, Tsukasa |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 16.2009, 1, p. 65-95
|
| Subject: | Martingal | Martingale | Kapitalmarkttheorie | Financial economics |
| 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/10003855654