The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model

Citation:

Momeya RH, Salah ZB. The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model. Asia-Pacific Financial MarketsAsia-Pacific Financial Markets. 2012;19 :63-98.

Date Published:

2012

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