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

DOI10.1023/A:1010062625672zbMath1153.91549OpenAlexW1544814247MaRDI QIDQ1000475

Yoshio Miyahara

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

Mathematics Subject Classification ID

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