Publications in Scientific Journals:
M. Jeanblanc, S. Klöppel, Y. Miyahara:
"Minimal fq-martingale measures for exponential Lévy processes";
Annals of Applied Probability,
17
(2007),
5;
1618
- 1638.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1214/07-AAP439
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Created from the Publication Database of the Vienna University of Technology.