Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets

Author: Miyahara Y.  

Publisher: Springer Publishing Company

E-ISSN: 1573-6946|6|2|97-113

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.6, Iss.2, 1999-06, pp. : 97-113

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