The minimal entropy martingale measures for geometric Lévy processes
Tsukasa Fujiwara; Yoshio Miyahara
| Year of publication: |
2003
|
|---|---|
| Authors: | Fujiwara, Tsukasa ; Miyahara, Yoshio |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 4, p. 509-531
|
| Subject: | Entropie | Entropy | 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/10001800700