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Minimal entropy martingale measures of jump type price processes in incomplete assets markets - MaRDI portal

Minimal entropy martingale measures of jump type price processes in incomplete assets markets (Q1000475)

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scientific article; zbMATH DE number 5503485
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Minimal entropy martingale measures of jump type price processes in incomplete assets markets
scientific article; zbMATH DE number 5503485

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    Minimal entropy martingale measures of jump type price processes in incomplete assets markets (English)
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    6 February 2009
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