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Entropy
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Hudetz, Thomas
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International journal of theoretical and applied finance
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Convergence of minimum entropy option prices for weakly converging incomplete market models
Hubalek, Friedrich
;
Hudetz, Thomas
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 559-560
Persistent link: https://www.econbiz.de/10001524384
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Esscher transforms and the minimal entropy matingale measure for exponential Lévy models
Hubalek, Friedrich
(
contributor
);
Sgarra, Carlo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003221218
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