The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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Publication:5890188
DOI10.1111/1467-9965.00079zbMath1034.91041OpenAlexW2105832006MaRDI QIDQ5890188
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00079
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