𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets

✍ Scribed by Benth, Fred Espen; Karlsen ¶, Kenneth Hvistendahl

Book ID
115506370
Publisher
Taylor and Francis Group
Year
2005
Tongue
English
Weight
289 KB
Volume
77
Category
Article
ISSN
1744-2508

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