Cookies?
Library Header Image
LSE Research Online LSE Library Services

On the minimal entropy martingale measure

Grandits, Peter and Rheinlander, Thorsten (2002) On the minimal entropy martingale measure. Annals of Probability, 30 (3). pp. 1003-1038. ISSN 0091-1798

Full text not available from this repository.

Item Type: Article
Official URL: http://www.imstat.org/aop/
Additional Information: © 2002 Institute of Mathematical Statistics
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 28 Oct 2008 09:34
URL: http://eprints.lse.ac.uk/16348/

Actions (login required)

Record administration - authorised staff only Record administration - authorised staff only