Grandits, Peter and Rheinlander, Thorsten (2002) On the minimal entropy martingale measure. Annals of probability, 30 (3). pp. 1003-1038. ISSN 0091-1798
| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/16348/ |
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