Jan Dhaene

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Michel Vellekoop 0001

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Publications

2015
[j5]
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Jan Dhaene, Ben Stassen, Pierre Devolder, Michel Vellekoop:
The minimal entropy martingale measure in a market of traded financial and actuarial risks. J. Comput. Appl. Math. 282: 111-133 (2015)

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