Minimal variance martingale measures for geometric Lévy processes (Q3504643)
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scientific article; zbMATH DE number 5287158
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| English | Minimal variance martingale measures for geometric Lévy processes |
scientific article; zbMATH DE number 5287158 |
Statements
11 June 2008
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incomplete market
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minimal variance martingale measure
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minimal entropy martingale measure
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0.7887520790100098
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0.7613345384597778
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0.7507482767105103
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0.750668466091156
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0.7477013468742371
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