Grandits, Peter and Rheinlander, Thorsten (2002) On the minimal entropy martingale measure. Annals of Probability, 30 (3). pp. 1003-1038. ISSN 0091-1798
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Identification Number: 10.1214/aop/1029867119
| Item Type: | Article |
|---|---|
| Official URL: | http://www.imstat.org/aop/ |
| Additional Information: | © 2002 Institute of Mathematical Statistics |
| Divisions: | Statistics |
| Subjects: | Q Science > QA Mathematics |
| Date Deposited: | 28 Oct 2008 09:34 |
| Last Modified: | 15 Nov 2025 03:21 |
| URI: | http://eprints.lse.ac.uk/id/eprint/16348 |
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