"A semimartingale BSDE related to the minimal entropy martingale measure."

Michael Mania, Marina Santacroce, Revaz Tevzadze (2003)

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DOI: 10.1007/S007800200090

access: closed

type: Journal Article

metadata version: 2020-07-22

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Michael Mania, Marina Santacroce, Revaz Tevzadze:
A semimartingale BSDE related to the minimal entropy martingale measure. Finance Stochastics 7(3): 385-402 (2003)

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