The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722)

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The minimal entropy martingale measure in a market of traded financial and actuarial risks
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    The minimal entropy martingale measure in a market of traded financial and actuarial risks (English)
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    18 February 2015
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    minimal entropy martingale measure
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    relative entropy
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    financial risks
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    actuarial risks
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    independence
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    incomplete markets
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