The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model
| dc.contributor.author | Kohlmann, Michael | |
| dc.contributor.author | Xiong, Dewen | deu |
| dc.date.accessioned | 2011-03-22T17:48:57Z | deu |
| dc.date.available | 2011-03-22T17:48:57Z | deu |
| dc.date.issued | 2008 | deu |
| dc.description.version | published | |
| dc.identifier.citation | Publ. in: Stochastic Analysis and Applications 26 (2008), 5, pp. 941-977 | deu |
| dc.identifier.doi | 10.1080/07362990802286038 | |
| dc.identifier.uri | http://kops.uni-konstanz.de/handle/123456789/808 | |
| dc.language.iso | eng | deu |
| dc.legacy.dateIssued | 2009 | deu |
| dc.rights | terms-of-use | deu |
| dc.rights.uri | https://rightsstatements.org/page/InC/1.0/ | deu |
| dc.subject | Backward martingale equations | deu |
| dc.subject | Minimal entropy martingale measure | deu |
| dc.subject | Optimality principle | deu |
| dc.subject | p-Optimal martingale measure | deu |
| dc.subject.ddc | 510 | deu |
| dc.title | The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model | eng |
| dc.type | JOURNAL_ARTICLE | deu |
| dspace.entity.type | Publication | |
| kops.citation.bibtex | @article{Kohlmann2008minim-808,
year={2008},
doi={10.1080/07362990802286038},
title={The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model},
number={5},
volume={26},
journal={Stochastic Analysis and Applications},
pages={941--977},
author={Kohlmann, Michael and Xiong, Dewen}
} | |
| kops.citation.iso690 | KOHLMANN, Michael, Dewen XIONG, 2008. The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model. In: Stochastic Analysis and Applications. 2008, 26(5), pp. 941-977. Available under: doi: 10.1080/07362990802286038 | deu |
| kops.citation.iso690 | KOHLMANN, Michael, Dewen XIONG, 2008. The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model. In: Stochastic Analysis and Applications. 2008, 26(5), pp. 941-977. Available under: doi: 10.1080/07362990802286038 | eng |
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