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The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach

✍ Scribed by Kufakunesu, Rodwell

Book ID: 118153285
Publisher: Taylor and Francis Group
Year: 2011
Tongue: English
Weight: 306 KB
Volume: 34
Category: Article
ISSN: 1607-3606
DOI: 10.2989/16073606.2011.594229

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