On the minimal entropy martingale measure

Grandits, Peter; and Rheinlander, Thorsten (2002) On the minimal entropy martingale measure. Annals of Probability, 30 (3). pp. 1003-1038. ISSN 0091-1798
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Item Type Article
Departments Statistics
DOI 10.1214/aop/1029867119
Date Deposited 28 Oct 2008 09:34
URI https://researchonline.lse.ac.uk/id/eprint/16348

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