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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. In: Journal of Computational and Applied Mathematics, Vol. 282, p. 111-133 (2015)
Permanent URL http://hdl.handle.net/2078.1/162052