The relative entropy in CGMY processes and its applications to finance
Year of publication: |
2007
|
---|---|
Authors: | Kim, Young Shin ; Lee, Jeong Hyun |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 66.2007, 2, p. 327-338
|
Subject: | Unvollkommener Markt | Incomplete market | Martingal | Martingale | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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