Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637)
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scientific article; zbMATH DE number 5047888
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English | Esscher transforms and the minimal entropy martingale measure for exponential Lévy models |
scientific article; zbMATH DE number 5047888 |
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Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (English)
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21 August 2006
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Lévy processes
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