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The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model

The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model

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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. 26(5), pp. 941-977. Available under: doi: 10.1080/07362990802286038

@article{Kohlmann2008minim-808, title={The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model}, year={2008}, doi={10.1080/07362990802286038}, number={5}, volume={26}, journal={Stochastic Analysis and Applications}, pages={941--977}, author={Kohlmann, Michael and Xiong, Dewen} }

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