"The relative entropy in CGMY processes and its applications to finance."

Young Shin Kim, Jeong Hyun Lee (2007)

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DOI: 10.1007/S00186-006-0097-X

access: closed

type: Journal Article

metadata version: 2021-04-09

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Young Shin Kim, Jeong Hyun Lee:
The relative entropy in CGMY processes and its applications to finance. Math. Methods Oper. Res. 66(2): 327-338 (2007)

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