The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728): Difference between revisions

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Latest revision as of 20:19, 28 June 2024

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The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model
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    The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (English)
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    14 November 2008
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    backward martingale equation
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    minimal entropy martingale measure
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    optimal principle
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    \(p\)-optimal martingale measure
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