Minimal entropy martingale measures of jump type price processes in incomplete assets markets (Q1000475)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimal entropy martingale measures of jump type price processes in incomplete assets markets |
scientific article; zbMATH DE number 5503485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal entropy martingale measures of jump type price processes in incomplete assets markets |
scientific article; zbMATH DE number 5503485 |
Statements
Minimal entropy martingale measures of jump type price processes in incomplete assets markets (English)
0 references
6 February 2009
0 references