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Displaying 2 results.
    • Journal article
    The minimal entropy martingale measure in a market of traded financial and actuarial risks
    Dhaene, Jan Stassen, Ben Devolder, Pierre[UCL] Vellekoop, Michel (2015) Journal of Computational and Applied Mathematics — Vol. 282, p. 111-133 (2015)
    • WorkingPaper
    The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks
    Dhaene, Jan Stassen, Ben Devolder, Pierre[UCL] Vellekoop, Michel (2014)