"The minimal entropy martingale measures for geometric Lévy processes."

Tsukasa Fujiwara, Yoshio Miyahara (2003)

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DOI: 10.1007/S007800200097

access: closed

type: Journal Article

metadata version: 2020-07-22

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Tsukasa Fujiwara, Yoshio Miyahara:
The minimal entropy martingale measures for geometric Lévy processes. Finance Stochastics 7(4): 509-531 (2003)

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