On q-optimal martingale measures in exponential Lévy models

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BENDER, Christian, Christina R. NIETHAMMER, 2008. On q-optimal martingale measures in exponential Lévy models. In: Finance and Stochastics. 12(3), pp. 381-410. Available under: doi: 10.1007/s00780-008-0067-7

@article{Bender2008qopti-816, title={On q-optimal martingale measures in exponential Lévy models}, year={2008}, doi={10.1007/s00780-008-0067-7}, number={3}, volume={12}, journal={Finance and Stochastics}, pages={381--410}, author={Bender, Christian and Niethammer, Christina R.} }

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