Pages that link to "Item:Q3131597"
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The following pages link to The minimal symmetric \(\kappa \) entropy martingale measure and valuation problem of incomplete market (Q3131597):
Displaying 3 items.
- The relations between minimal martingale measure and minimal entropy martingale measure (Q1415432) (← links)
- The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
- The minimal entropy martingale measure and the valuation problem in incomplete markets (Q5890187) (← links)