• Title of article

    The minimal entropy measure and an Esscher transform in an incomplete market model

  • Author/Authors

    Michael Monoyios، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2007
  • Pages
    7
  • From page
    1070
  • To page
    1076
  • Keywords
    Minimal entropy measure , Minimal martingale measure , Esscher transform
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2007
  • Journal title
    Statistics and Probability Letters
  • Record number

    141010

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=141010