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"Minimal q-entropy martingale measures for exponential ..."

Stefan Kassberger, Thomas Liebmann (2011)

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DOI: 10.1007/S00780-010-0133-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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Stefan Kassberger, Thomas Liebmann:
Minimal q-entropy martingale measures for exponential time-changed Lévy processes. Finance Stochastics 15(1): 117-140 (2011)

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