Minimal entropy martingale measures of jump type price processes in incomplete assets markets (Q1000475): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:41, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimal entropy martingale measures of jump type price processes in incomplete assets markets |
scientific article |
Statements
Minimal entropy martingale measures of jump type price processes in incomplete assets markets (English)
0 references
6 February 2009
0 references