The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach (Q2862748)
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scientific article; zbMATH DE number 6228729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach |
scientific article; zbMATH DE number 6228729 |
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The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach (English)
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19 November 2013
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0.90423375
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0.90072906
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0.89512336
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0.8909363
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0.88964945
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