Minimal entropy martingale measures of jump type price processes in incomplete assets markets (Q1000475)

From MaRDI portal
Revision as of 08:53, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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

    title
    Minimal entropy martingale measures of jump type price processes in incomplete assets markets (English)
    0 references
    author
    Yoshio Miyahara
    0 references
    publication date
    6 February 2009
    0 references

    Identifiers

    zbMATH DE Number
    5503485
    0 references
    OpenAlex ID
    W1544814247
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1000475&oldid=36965441"
    Powered by MediaWiki