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The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks

Bibliographic reference Dhaene, Jan ; Stassen, Ben ; Devolder, Pierre ; Vellekoop, Michel. The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks. ISBA Discussion Paper ; 2014/55 (2014) 33 pages
Permanent URL http://hdl.handle.net/2078.1/162023