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"The Minimal Entropy Martingale Measure for Exponential Markov Chains."
Young Lee, Thorsten Rheinländer (2013)
- Young Lee, Thorsten Rheinländer:
The Minimal Entropy Martingale Measure for Exponential Markov Chains. J. Appl. Probab. 50(2): 344-358 (2013)
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