The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The minimal entropy measure and an Esscher transform in an incomplete market model |
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The minimal entropy measure and an Esscher transform in an incomplete market model (English)
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23 August 2007
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minimal entropy measure
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minimal martingale measure
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Esscher transform
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