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zbMath1140.60321MaRDI QIDQ3504643

Yoshio Miyahara, Susanne Klöppel, Monique Jeanblanc-Picqué

Publication date: 11 June 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

incomplete market minimal entropy martingale measure minimal variance martingale measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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