The minimal entropy martingale measures for geometric Lévy processes
| Year of publication: |
2003
|
|---|---|
| Authors: | Fujiwara, Tsukasa ; Miyahara, Yoshio |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 4, p. 509-532
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