The p-optimal martingale measure when there exist inaccessible jumps

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KOHLMANN, Michael, Dewen XIONG, 2007. The p-optimal martingale measure when there exist inaccessible jumps. In: International Journal of Pure and Applied Mathematics. 37(3), pp. 321-348

@article{Kohlmann2007popti-779, title={The p-optimal martingale measure when there exist inaccessible jumps}, year={2007}, number={3}, volume={37}, journal={International Journal of Pure and Applied Mathematics}, pages={321--348}, author={Kohlmann, Michael and Xiong, Dewen} }

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