Monoyios, M. (2005). The minimal entropy measure and an Esscher transform in an incomplete market model.
Chicago-čujuhus (17. p.)Monoyios, M. The Minimal Entropy Measure and an Esscher Transform in an Incomplete Market Model. 2005.
MLA-čujuhus (9. p.)Monoyios, M. The Minimal Entropy Measure and an Esscher Transform in an Incomplete Market Model. 2005.
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