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"The minimal entropy martingale measure in a market of traded financial and ..."
Jan Dhaene et al. (2015)
- Jan Dhaene, Ben Stassen, Pierre Devolder, Michel Vellekoop:
The minimal entropy martingale measure in a market of traded financial and actuarial risks. J. Comput. Appl. Math. 282: 111-133 (2015)
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