Minimal entropy martingale measures of jump type price processes in incomplete assets markets
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Publication:1000475
DOI10.1023/A:1010062625672zbMath1153.91549OpenAlexW1544814247MaRDI QIDQ1000475
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010062625672
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