Minimal entropy martingale measures of jump type price processes in incomplete assets markets
type: Item
instance of: scholarly article
title: Minimal entropy martingale measures of jump type price processes in incomplete assets markets
zbMATH Open document ID: 1153.91549
DOI: 10.1023/A:1010062625672
author: Yoshio Miyahara
published in: Asia-Pacific Financial Markets
publication date: 2009-02-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5503485
MaRDI profile type: Publication
full work available at URL: a:1010062625672
OpenAlex ID: W1544814247
description: scientific article; zbMATH DE number 5503485