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~person:"Fujiwara, Tsukasa"
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Fujiwara, Tsukasa
Schweizer, Martin
28
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The minimal entropy martingale measures for exponential additive processes
Fujiwara, Tsukasa
- In:
Asia-Pacific financial markets
16
(
2009
)
1
,
pp. 65-95
Persistent link: https://www.econbiz.de/10003855654
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2
From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization : the case of geometric lévy processes
Fujiwara, Tsukasa
- In:
Asia-Pacific financial markets
11
(
2004
)
4
,
pp. 367-391
Persistent link: https://www.econbiz.de/10003370687
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3
The minimal entropy martingale measures for geometric Lévy processes
Fujiwara, Tsukasa
;
Miyahara, Yoshio
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10001800700
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