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Minimal q-entropy martingale measures for exponential time-changed Lévy processes
Kassberger, Stefan
;
Liebmann, Thomas
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10008785537
Saved in:
2
Minimal q-entropy martingale measures for exponential time-changed Lévy processes
Kassberger, Stefan
;
Liebmann, Thomas
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 117-140
Persistent link: https://www.econbiz.de/10008824130
Saved in:
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