The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The minimal entropy martingale measure in a market of traded financial and actuarial risks |
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The minimal entropy martingale measure in a market of traded financial and actuarial risks (English)
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18 February 2015
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minimal entropy martingale measure
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relative entropy
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financial risks
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actuarial risks
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independence
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incomplete markets
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