On the minimal entropy martingale measure.

DOI10.1214/aop/1029867119zbMath1049.60035OpenAlexW1973185776MaRDI QIDQ1872284

Peter Grandits, Thorsten Rheinländer

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1029867119

Mathematics Subject Classification ID

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