Location of Repository

On the minimal entropy martingale measure

By Peter Grandits and Thorsten Rheinlander
Topics: QA Mathematics
Publisher: Institute of Mathematical Statistics
Year: 2002
DOI identifier: 10.1214/aop
OAI identifier: oai:eprints.lse.ac.uk:16348
Provided by: LSE Research Online
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://www.imstat.org/aop/ (external link)
  • http://eprints.lse.ac.uk/16348... (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.