MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE

MINIMAL ENTROPY–HELLINGER MARTINGALE MEA

✍ Tahir Choulli; Christophe Stricker 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 200 KB

The Relations between Minimal Martingale

✍ Takuji Arai 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 96 KB

Minimal Hellinger martingale measures of

✍ Tahir Choulli; Christophe Stricker; Jia Li 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 584 KB

A semimartingale BSDE related to the min

✍ Michael Mania; Marina Santacroce; Revaz Tevzadze 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 213 KB

The Minimal Entropy Martingale Measure a

✍ Marco Frittelli 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 223 KB

The minimal entropy martingale measure o

✍ Jun Yan; Fuqing Gao 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 221 KB