Minimal Entropy Martingale Measure

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Author
Schweizer, M.
Date
2010
Type
  • Book Chapter
Publication status
published
External links
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Editor
Cont, Rama
Pages / Article No.
1195 - 1200
Publisher
John Wiley & Sons
Organisational unit
03658 - Schweizer, Martin  
Notes
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ETH Bibliography
yes
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