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"On q-optimal martingale measures in exponential Lévy models."

Christian Bender, Christina R. Niethammer (2008)

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DOI: 10.1007/S00780-008-0067-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Christian Bender, Christina R. Niethammer:
On q-optimal martingale measures in exponential Lévy models. Finance Stochastics 12(3): 381-410 (2008)

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