Author: Biagini Francesca Föllmer Hans Nedelcu Sorin
Publisher: Springer Publishing Company
ISSN: 0949-2984
Source: Finance and Stochastics, Vol.18, Iss.2, 2014-04, pp. : 297-326
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Minimal Hellinger martingale measures of order q
Finance and Stochastics, Vol. 11, Iss. 3, 2007-07 ,pp. :
Momentum and reversion in risk neutral martingale probabilities
Quantitative Finance, Vol. 14, Iss. 5, 2014-05 ,pp. :
A class of stochastic volatility models and the
Quantitative Finance, Vol. 12, Iss. 7, 2012-07 ,pp. :
No Shortcuts to Shifting Deep Structures in Organisations
Ids Bulletin, Vol. 46, Iss. 4, 2015-07 ,pp. :